-100.0%
SPXU vs GPC
+545.1%
-645.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -4.8% |
| 7D | +1.5% | -2.1% | +3.6% | -0.6% |
| 30D | +6.4% | -4.5% | +10.9% | +0.8% |
| 3M | +4.2% | -7.7% | +11.9% | -5.0% |
| 6M | -7.8% | +24.3% | -32.1% | +21.3% |
| YTD | -27.5% | +3.5% | -31.0% | -23.3% |
| 1Y | -27.1% | +0.7% | -27.9% | -25.4% |
| 3Y | -80.8% | 0.0% | -80.8% | -78.5% |
| 5Y | -84.1% | +5.8% | -89.9% | -75.8% |
| 10Y | -99.5% | +75.8% | -175.3% | -97.0% |
| All | -100.0% | +545.1% | -645.1% | -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