-15.6%
SPCX vs GFS
-49.6%
+34.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.9% | +2.1% | -1.4% |
| 7D | -6.4% | -12.5% | +6.1% | -1.2% |
| 30D | -20.6% | -16.9% | -3.6% | -14.5% |
| 3M | +8.4% | -22.3% | +30.7% | +18.0% |
| All | -15.6% | -49.6% | +34.1% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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 · Available span rolling