-99.5%
SPXS vs GPC
+87.0%
-186.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +1.1% |
| 7D | +6.4% | -1.8% | +8.1% | +4.5% |
| 30D | +6.0% | +0.1% | +5.9% | +6.3% |
| 3M | -11.6% | +37.4% | -49.0% | +23.7% |
| 6M | -28.7% | +25.4% | -54.1% | -8.3% |
| YTD | -26.3% | +12.2% | -38.5% | -15.3% |
| 1Y | -34.9% | -0.3% | -34.6% | -34.4% |
| 3Y | -79.5% | -1.6% | -77.9% | -77.3% |
| 5Y | -85.9% | +31.0% | -116.9% | -72.4% |
| All | -99.5% | +87.0% | -186.6% | -97.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling