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GSL vs SPY 1 Year Daily ReturnsGSL has a beta of 0.79. In the past year, GSL has been less volatile than the S&P500.
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GSL Historical BetaSince 2024-08-12, the beta for GSL changed by +0.17 and had an average of 0.65.
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GSL Sharpe RatioGSL has a 1 year sharpe of 0.19 which is -0.15 compared to the S&P500.
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GSL Daily P/L Normal DistributionGSL has a P/L mean of 0.07% and a std dev of 2%. A daily 1σ move is between $NaN and $NaN.
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GSL 1 Year DrawdownGSL had a max drawdown of 33% in the previous year.
Created with Highcharts 10.1.0.GSLSPYSep '24Oct '24Nov '24Dec '24Jan '25Feb '25Mar '25Apr '25May '25Jun '25Jul '25Aug '25-30%-25%-20%-15%-10%-5%0%Powered by unusualwhales.com
GSL Yearly Drawdown DurationGSL has an average drawdown duration of 23.62 days every year.
Created with Highcharts 10.1.0210210Most Recent: 3Most Recent: 3020406080100120140160180200201620182020202220242026Powered by unusualwhales.com