-54.5%
GTLB vs SPXS
-86.2%
+31.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +3.3% |
| 7D | -4.1% | +6.4% | -10.5% | 0.0% |
| 30D | +12.3% | +6.0% | +6.3% | +17.2% |
| 3M | +65.9% | -11.6% | +77.5% | +54.4% |
| 6M | +104.0% | -28.7% | +132.7% | +65.7% |
| YTD | +26.0% | -26.3% | +52.3% | +6.2% |
| 1Y | -3.5% | -34.9% | +31.4% | -24.7% |
| 3Y | -9.6% | -79.5% | +69.8% | -62.0% |
| All | -54.5% | -86.2% | +31.8% | -78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling