-100.0%
SPXS vs GPC
+479.8%
-579.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +0.1% |
| 7D | -9.5% | -1.3% | -8.2% | -10.8% |
| 30D | +7.4% | -6.0% | +13.4% | -0.6% |
| 3M | +6.1% | -7.6% | +13.7% | -3.8% |
| 6M | -7.3% | +24.2% | -31.5% | +23.6% |
| YTD | -26.7% | +2.7% | -29.4% | -23.4% |
| 1Y | -26.2% | +0.2% | -26.3% | -25.3% |
| 3Y | -80.3% | -0.8% | -79.6% | -78.4% |
| 5Y | -83.4% | +4.4% | -87.9% | -75.3% |
| 10Y | -99.5% | +74.5% | -174.0% | -96.9% |
| All | -100.0% | +479.8% | -579.8% | -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