-100.0%
SPXS vs GPC
+488.7%
-588.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +0.1% |
| 7D | +0.4% | +0.4% | +0.1% | +1.4% |
| 30D | +10.8% | -1.8% | +12.6% | +8.5% |
| 3M | +9.6% | -6.6% | +16.2% | +0.8% |
| 6M | -4.7% | +21.3% | -26.0% | +22.9% |
| YTD | -24.6% | +4.3% | -28.8% | -19.6% |
| 1Y | -24.6% | +3.3% | -27.8% | -20.5% |
| 3Y | -79.8% | +0.8% | -80.5% | -77.4% |
| 5Y | -83.3% | +7.4% | -90.7% | -74.1% |
| 10Y | -99.5% | +79.2% | -178.7% | -96.7% |
| All | -100.0% | +488.7% | -588.6% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling