-100.0%
SPXU vs GPC
+619.8%
-719.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +2.6% |
| 7D | -0.1% | +1.2% | -1.3% | +1.4% |
| 30D | +0.8% | +6.0% | -5.1% | +8.3% |
| 3M | -4.7% | +42.6% | -47.3% | +47.5% |
| 6M | -29.6% | +22.8% | -52.4% | -8.8% |
| YTD | -29.9% | +15.5% | -45.3% | -15.6% |
| 1Y | -39.1% | +2.0% | -41.1% | -37.4% |
| 3Y | -80.0% | -1.4% | -78.6% | -78.5% |
| 5Y | -86.0% | +30.6% | -116.6% | -71.8% |
| 10Y | -99.5% | +80.6% | -180.1% | -97.2% |
| All | -100.0% | +619.8% | -719.8% | -98.8% |
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