-27.1%
GPN vs SPXS
-79.6%
+52.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -1.3% |
| 7D | -4.6% | +2.5% | -7.1% | -3.6% |
| 30D | -0.3% | +4.2% | -4.5% | +1.6% |
| 3M | +35.4% | -9.3% | +44.7% | +31.1% |
| 6M | +21.7% | -30.7% | +52.4% | +7.2% |
| YTD | +14.9% | -28.1% | +42.9% | +3.6% |
| 1Y | +3.2% | -35.1% | +38.3% | -10.0% |
| 3Y | -27.1% | -79.6% | +52.4% | -58.5% |
| All | -27.1% | -79.6% | +52.5% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPXS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling