+150.7%
GDX vs SPXL
+99.3%
+51.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | -6.8% | +7.4% | -14.2% | -8.5% |
| 30D | -2.1% | -7.8% | +5.7% | -0.4% |
| 3M | -7.5% | -11.9% | +4.4% | -4.8% |
| 6M | -15.2% | -1.7% | -13.4% | -14.8% |
| YTD | -4.8% | +20.8% | -25.6% | -8.8% |
| 1Y | +6.7% | +25.0% | -18.3% | +1.6% |
| 3Y | +212.7% | +226.1% | -13.4% | +136.0% |
| All | +150.7% | +99.3% | +51.4% | +84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling