-100.0%
SPXU vs GFI
+506.4%
-606.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.6% |
| 7D | +2.5% | -4.9% | +7.3% | +1.8% |
| 30D | +4.2% | +10.7% | -6.5% | +5.8% |
| 3M | -9.3% | +25.6% | -34.9% | -5.8% |
| 6M | -30.7% | -8.3% | -22.4% | -30.0% |
| YTD | -28.1% | +6.3% | -34.4% | -25.6% |
| 1Y | -35.2% | +22.1% | -57.3% | -31.2% |
| 3Y | -79.9% | +289.2% | -369.1% | -74.5% |
| 5Y | -86.4% | +531.7% | -618.1% | -80.8% |
| 10Y | -99.5% | +1,043.8% | -1,143.3% | -99.3% |
| All | -100.0% | +506.4% | -606.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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