+258.1%
GDX vs SPXL
+220.2%
+37.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.5% |
| 7D | +1.9% | -1.3% | +3.2% | +2.3% |
| 30D | +9.9% | -5.0% | +14.9% | +11.6% |
| 3M | +28.2% | +7.6% | +20.6% | +25.6% |
| 6M | -2.9% | +33.6% | -36.5% | -9.6% |
| YTD | +16.0% | +28.1% | -12.1% | +8.9% |
| 1Y | +49.9% | +43.6% | +6.2% | +37.5% |
| All | +258.1% | +220.2% | +37.9% | +166.5% |
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