+76.7%
GSK vs SPXS
-99.6%
+176.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | -0.4% |
| 7D | -3.5% | +2.5% | -6.0% | -3.1% |
| 30D | -3.4% | +4.2% | -7.7% | -2.8% |
| 3M | -8.1% | -9.3% | +1.2% | -9.4% |
| 6M | -11.1% | -30.7% | +19.6% | -15.6% |
| YTD | +0.7% | -28.1% | +28.8% | -3.6% |
| 1Y | +20.1% | -35.1% | +55.2% | +13.4% |
| 3Y | +46.1% | -79.6% | +125.7% | +18.2% |
| 5Y | +48.2% | -86.3% | +134.5% | +19.4% |
| All | +76.7% | -99.6% | +176.3% | -13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling