-100.0%
SPXU vs GPC
+543.0%
-643.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.7% |
| 7D | -7.6% | +0.4% | -8.0% | -6.9% |
| 30D | +5.3% | -6.3% | +11.6% | -2.3% |
| 3M | +9.6% | -8.2% | +17.8% | -0.7% |
| 6M | -4.5% | +27.1% | -31.6% | +29.2% |
| YTD | -25.9% | +3.1% | -29.0% | -21.9% |
| 1Y | -28.9% | +0.1% | -28.9% | -27.7% |
| 3Y | -80.5% | +0.2% | -80.7% | -78.0% |
| 5Y | -83.4% | +4.9% | -88.2% | -75.0% |
| 10Y | -99.5% | +75.2% | -174.7% | -97.0% |
| All | -100.0% | +543.0% | -643.0% | -98.9% |
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