+291.6%
GDX vs SPXL
+1,239.4%
-947.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.6% | -3.2% |
| 7D | -5.4% | -6.0% | +0.6% | -4.4% |
| 30D | +6.6% | -5.8% | +12.3% | +7.6% |
| 3M | +30.1% | +10.9% | +19.3% | +28.1% |
| 6M | -7.1% | +31.9% | -39.0% | -10.7% |
| YTD | +12.0% | +25.8% | -13.8% | +8.4% |
| 1Y | +41.2% | +39.8% | +1.4% | +34.7% |
| 3Y | +251.0% | +219.9% | +31.1% | +193.8% |
| 5Y | +226.7% | +141.1% | +85.7% | +171.3% |
| All | +291.6% | +1,239.4% | -947.8% | +167.4% |
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