-38.9%
SPXS vs GPC
+0.2%
-39.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.4% |
| 7D | -0.1% | +0.4% | -0.5% | 0.0% |
| 30D | +0.8% | +5.1% | -4.3% | +2.0% |
| 3M | -4.7% | +41.5% | -46.2% | +5.3% |
| 6M | -29.6% | +21.8% | -51.4% | -23.9% |
| YTD | -29.8% | +14.6% | -44.4% | -22.3% |
| 1Y | -38.9% | +1.3% | -40.2% | -34.8% |
| All | -38.9% | +0.2% | -39.1% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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