+326.3%
GDX vs SPXL
+1,102.8%
-776.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | -6.8% | +7.4% | -14.2% | -7.9% |
| 30D | -2.1% | -7.8% | +5.7% | -1.0% |
| 3M | -7.5% | -11.9% | +4.4% | -5.7% |
| 6M | -15.2% | -1.7% | -13.4% | -14.9% |
| YTD | -4.8% | +20.8% | -25.6% | -7.3% |
| 1Y | +6.7% | +25.0% | -18.3% | +3.4% |
| 3Y | +212.7% | +226.1% | -13.4% | +162.2% |
| 5Y | +151.7% | +101.1% | +50.6% | +113.2% |
| All | +326.3% | +1,102.8% | -776.6% | +214.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling