-38.1%
SPXS vs GGLL
+70.5%
-108.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -1.5% | +1.9% | -3.4% | -0.9% |
| 30D | +3.7% | -9.7% | +13.4% | +0.5% |
| 3M | -9.6% | -18.0% | +8.4% | -13.4% |
| 6M | -32.4% | +15.3% | -47.7% | -21.9% |
| YTD | -28.7% | +2.2% | -30.9% | -20.2% |
| 1Y | -38.1% | +73.1% | -111.2% | -14.7% |
| All | -38.1% | +70.5% | -108.6% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling