+456.2%
GPN vs SPXS
-100.0%
+556.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -2.1% |
| 7D | -6.2% | +1.2% | -7.5% | -5.8% |
| 30D | +1.0% | +5.2% | -4.1% | +3.1% |
| 3M | +36.9% | -9.2% | +46.1% | +33.2% |
| 6M | +16.8% | -29.6% | +46.4% | +4.8% |
| YTD | +13.2% | -27.6% | +40.9% | +3.4% |
| 1Y | +1.4% | -36.7% | +38.2% | -11.1% |
| 3Y | -28.6% | -79.8% | +51.2% | -53.7% |
| 5Y | -47.0% | -85.9% | +38.9% | -63.9% |
| 10Y | +25.2% | -99.5% | +124.7% | -60.4% |
| All | +456.2% | -100.0% | +556.2% | -36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling