-54.8%
GTLB vs SPXS
-86.6%
+31.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -2.3% |
| 7D | -5.7% | +2.5% | -8.2% | -4.1% |
| 30D | +15.1% | +4.2% | +10.9% | +18.8% |
| 3M | +65.5% | -9.3% | +74.8% | +56.7% |
| 6M | +102.9% | -30.7% | +133.6% | +61.8% |
| YTD | +25.2% | -28.1% | +53.3% | +3.8% |
| 1Y | -5.5% | -35.1% | +29.5% | -26.3% |
| 3Y | -10.9% | -79.6% | +68.7% | -62.6% |
| All | -54.8% | -86.6% | +31.8% | -79.3% |
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 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