-99.5%
SPXS vs GPC
+78.6%
-178.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -4.7% |
| 7D | +1.5% | -2.1% | +3.6% | -0.4% |
| 30D | +6.3% | -4.5% | +10.9% | +1.7% |
| 3M | +4.2% | -7.7% | +11.9% | -3.5% |
| 6M | -7.9% | +24.3% | -32.2% | +17.0% |
| YTD | -27.5% | +3.5% | -31.0% | -23.0% |
| 1Y | -27.0% | +0.7% | -27.8% | -24.6% |
| 3Y | -80.5% | 0.0% | -80.5% | -77.8% |
| 5Y | -84.0% | +5.8% | -89.8% | -75.5% |
| 10Y | -99.5% | +75.8% | -175.3% | -97.5% |
| All | -99.5% | +78.6% | -178.1% | -97.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling