-4.5%
SPXU vs GPC
+25.0%
-29.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.3% |
| 7D | -7.6% | +0.4% | -8.0% | -7.5% |
| 30D | +5.3% | -6.3% | +11.6% | +4.6% |
| 3M | +9.6% | -8.2% | +17.8% | +8.5% |
| 6M | -4.5% | +27.1% | -31.6% | +7.1% |
| All | -4.5% | +25.0% | -29.6% | +7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling