+245.4%
GSK vs SPXS
-100.0%
+345.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -1.7% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | -2.2% | +0.8% | -3.0% | -2.0% |
| 3M | -1.8% | -4.7% | +2.9% | -2.4% |
| 6M | -10.6% | -29.6% | +19.0% | -15.6% |
| YTD | +4.4% | -29.8% | +34.2% | -1.3% |
| 1Y | +30.4% | -38.9% | +69.4% | +20.5% |
| 3Y | +60.1% | -79.6% | +139.7% | +25.1% |
| 5Y | +46.8% | -85.9% | +132.7% | +14.6% |
| 10Y | +79.2% | -99.5% | +178.7% | -17.6% |
| All | +245.4% | -100.0% | +345.4% | -26.7% |
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 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