-54.6%
GTLB vs SPXS
-86.7%
+32.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.6% | -7.0% | -4.3% |
| 7D | +4.6% | -1.5% | +6.1% | +3.6% |
| 30D | +21.0% | +3.7% | +17.3% | +24.4% |
| 3M | +51.7% | -9.6% | +61.3% | +43.8% |
| 6M | +89.3% | -32.4% | +121.7% | +48.4% |
| YTD | +25.6% | -28.7% | +54.3% | +3.5% |
| 1Y | -1.5% | -38.1% | +36.5% | -25.7% |
| 3Y | -9.9% | -80.1% | +70.2% | -63.0% |
| All | -54.6% | -86.7% | +32.1% | -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 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