-80.5%
SPXS vs GGLL
+253.9%
-334.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +0.3% |
| 7D | -0.1% | -4.8% | +4.7% | -2.1% |
| 30D | +0.8% | -13.7% | +14.5% | -5.2% |
| 3M | -4.7% | -21.9% | +17.1% | -12.0% |
| 6M | -29.6% | +11.7% | -41.3% | -19.4% |
| YTD | -29.8% | +2.3% | -32.1% | -22.2% |
| 1Y | -38.9% | +76.2% | -115.1% | -8.5% |
| All | -80.5% | +253.9% | -334.4% | -44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling