+25.2%
GXPS vs SPY
+14.6%
+10.5%
-9.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.3% | +3.2% |
| 7D | +6.1% | -0.7% | +6.8% | +5.9% |
| 30D | +14.1% | -1.0% | +15.1% | +13.9% |
| 3M | +10.4% | -0.3% | +10.7% | +10.3% |
| 6M | +10.8% | +7.3% | +3.4% | +10.9% |
| YTD | +22.2% | +13.3% | +8.9% | +21.3% |
| 1Y | +25.2% | +14.8% | +10.4% | +24.3% |
| All | +25.2% | +14.6% | +10.5% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling