+388.1%
GDX vs SPXL
+7,736.1%
-7,348.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.0% |
| 7D | -0.4% | +0.1% | -0.4% | -0.4% |
| 30D | +18.6% | -0.9% | +19.5% | +18.9% |
| 3M | +14.9% | +2.0% | +12.9% | +14.5% |
| 6M | -6.3% | +33.5% | -39.8% | -11.0% |
| YTD | +15.7% | +32.2% | -16.4% | +10.1% |
| 1Y | +54.8% | +48.9% | +6.0% | +44.0% |
| 3Y | +253.4% | +222.9% | +30.6% | +177.0% |
| 5Y | +219.7% | +140.7% | +79.0% | +150.9% |
| 10Y | +300.2% | +1,192.7% | -892.4% | +96.5% |
| All | +388.1% | +7,736.1% | -7,348.0% | +29.7% |
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 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