-80.1%
SPXS vs GPC
-2.2%
-77.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +0.3% |
| 7D | -1.5% | +0.2% | -1.7% | -1.4% |
| 30D | +3.7% | -0.4% | +4.1% | +3.6% |
| 3M | -9.6% | +39.2% | -48.8% | +7.0% |
| 6M | -32.4% | +18.2% | -50.6% | -25.6% |
| YTD | -28.7% | +12.1% | -40.8% | -22.3% |
| 1Y | -38.1% | -0.7% | -37.4% | -36.9% |
| 3Y | -80.1% | -1.7% | -78.4% | -76.5% |
| All | -80.1% | -2.2% | -77.9% | -76.5% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling