+65.3%
GSK vs SPXS
-80.3%
+145.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.6% |
| 7D | +1.1% | -7.5% | +8.7% | +0.5% |
| 30D | +6.3% | +5.3% | +1.0% | +6.9% |
| 3M | +1.8% | +9.7% | -7.9% | +2.7% |
| 6M | +1.7% | -4.6% | +6.2% | +1.6% |
| YTD | +6.5% | -25.8% | +32.3% | +4.2% |
| 1Y | +9.5% | -28.8% | +38.3% | +6.8% |
| 3Y | +65.3% | -80.2% | +145.5% | +49.4% |
| All | +65.3% | -80.3% | +145.6% | +49.4% |
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