-100.0%
SPXS vs GFI
+1,143.6%
-1,243.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.7% | +1.4% |
| 7D | +6.4% | -5.1% | +11.5% | +5.5% |
| 30D | +6.0% | +13.4% | -7.4% | +8.5% |
| 3M | -11.6% | +36.2% | -47.9% | -6.0% |
| 6M | -28.7% | -9.8% | -18.9% | -28.1% |
| YTD | -26.3% | +7.7% | -34.0% | -22.8% |
| 1Y | -34.9% | +27.2% | -62.1% | -29.2% |
| 3Y | -79.5% | +300.3% | -379.8% | -71.9% |
| 5Y | -85.9% | +539.8% | -625.7% | -77.9% |
| 10Y | -99.5% | +1,058.5% | -1,158.0% | -99.1% |
| All | -100.0% | +1,143.6% | -1,243.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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