+70.8%
GD vs SPXL
+223.9%
-153.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.6% |
| 7D | -5.3% | +0.1% | -5.3% | -5.3% |
| 30D | -6.4% | -0.9% | -5.6% | -6.3% |
| 3M | +5.7% | +2.0% | +3.7% | +4.9% |
| 6M | -0.9% | +33.5% | -34.5% | -6.6% |
| YTD | +8.2% | +32.2% | -24.0% | +2.0% |
| 1Y | +13.4% | +48.9% | -35.5% | +4.5% |
| All | +70.8% | +223.9% | -153.1% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 3y: compounded portfolio wealth divided by compounded SPXL 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…
3y analysis · Full analysis span regression · 6 months rolling