-86.0%
SPXU vs GPC
+30.9%
-116.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +2.1% |
| 7D | +1.3% | -0.6% | +1.9% | +0.8% |
| 30D | +5.1% | +1.3% | +3.8% | +6.3% |
| 3M | -9.1% | +37.1% | -46.2% | +18.2% |
| 6M | -29.6% | +23.2% | -52.8% | -15.4% |
| YTD | -27.7% | +13.1% | -40.8% | -17.9% |
| 1Y | -37.0% | +0.9% | -37.8% | -35.6% |
| 3Y | -80.2% | -0.8% | -79.4% | -77.8% |
| 5Y | -86.0% | +31.1% | -117.1% | -67.3% |
| All | -86.0% | +30.9% | -116.9% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling