+765.2%
GD vs SPXL
+6,567.8%
-5,802.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.4% | -0.8% |
| 7D | -5.0% | -8.7% | +3.8% | -2.9% |
| 30D | +8.9% | -16.9% | +25.8% | +14.0% |
| 3M | -8.0% | -15.2% | +7.1% | -4.5% |
| 6M | +2.9% | -5.5% | +8.4% | +3.0% |
| YTD | +7.1% | +12.4% | -5.4% | +1.3% |
| 1Y | +5.9% | +16.9% | -11.0% | -1.1% |
| 3Y | +53.9% | +211.8% | -158.0% | +2.8% |
| 5Y | +95.4% | +85.6% | +9.8% | +39.1% |
| 10Y | +193.5% | +1,159.4% | -965.9% | -1.9% |
| All | +765.2% | +6,567.8% | -5,802.6% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling