-86.7%
SPXS vs GGLL
+217.5%
-304.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +2.7% |
| 7D | -9.5% | +11.5% | -21.0% | -4.4% |
| 30D | +7.4% | -31.2% | +38.6% | -8.2% |
| 3M | +6.1% | -28.7% | +34.8% | -6.8% |
| 6M | -7.3% | -47.2% | +39.9% | -27.6% |
| YTD | -26.7% | -24.3% | -2.5% | -27.1% |
| 1Y | -26.2% | -12.0% | -14.2% | -19.0% |
| 3Y | -80.3% | +169.6% | -250.0% | -43.1% |
| All | -86.7% | +217.5% | -304.1% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling