+301.4%
GDX vs SPXL
+7,063.6%
-6,762.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | -6.8% | +7.4% | -14.2% | -8.1% |
| 30D | -2.1% | -7.8% | +5.7% | -0.7% |
| 3M | -7.5% | -11.9% | +4.4% | -5.4% |
| 6M | -15.2% | -1.7% | -13.4% | -14.9% |
| YTD | -4.8% | +20.8% | -25.6% | -8.0% |
| 1Y | +6.7% | +25.0% | -18.3% | +2.5% |
| 3Y | +212.7% | +226.1% | -13.4% | +145.3% |
| 5Y | +151.7% | +101.1% | +50.6% | +104.3% |
| 10Y | +330.3% | +1,112.6% | -782.2% | +113.6% |
| All | +301.4% | +7,063.6% | -6,762.2% | +8.3% |
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