+5.7%
GXPS vs SPY
+22.1%
-16.4%
-9.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | -2.6% | -0.4% | -2.2% | -2.6% |
| 30D | -2.5% | -1.4% | -1.2% | -2.7% |
| 3M | -1.9% | +3.7% | -5.6% | -1.4% |
| 6M | -3.5% | +13.0% | -16.5% | -3.4% |
| YTD | +7.5% | +12.4% | -4.9% | +7.4% |
| 1Y | +5.2% | +18.5% | -13.3% | +5.3% |
| All | +5.7% | +22.1% | -16.4% | +5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling