-80.4%
SPXS vs GPC
+0.7%
-81.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.8% |
| 7D | -0.1% | +1.2% | -1.3% | +0.5% |
| 30D | +0.8% | +6.0% | -5.1% | +3.6% |
| 3M | -4.7% | +42.6% | -47.3% | +13.9% |
| 6M | -29.6% | +22.8% | -52.4% | -21.2% |
| YTD | -29.8% | +15.5% | -45.3% | -22.5% |
| 1Y | -38.9% | +2.0% | -41.0% | -37.0% |
| All | -80.4% | +0.7% | -81.2% | -76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling