+3,082.0%
GRMN vs SPXS
-100.0%
+3,182.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | 0.0% |
| 7D | +0.2% | -1.5% | +1.7% | -0.3% |
| 30D | -11.3% | +3.7% | -15.0% | -10.1% |
| 3M | +17.7% | -9.6% | +27.3% | +14.5% |
| 6M | +14.2% | -32.4% | +46.6% | +2.1% |
| YTD | +37.0% | -28.7% | +65.7% | +25.5% |
| 1Y | +17.0% | -38.1% | +55.1% | +3.2% |
| 3Y | +183.2% | -80.1% | +263.3% | +91.4% |
| 5Y | +77.3% | -85.9% | +163.2% | +24.0% |
| 10Y | +630.9% | -99.5% | +730.4% | +133.9% |
| All | +3,082.0% | -100.0% | +3,182.0% | +161.6% |
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