+220.4%
GDXJ vs SPXL
+141.8%
+78.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.4% | +0.3% |
| 7D | -2.8% | -2.5% | -0.3% | -2.1% |
| 30D | +5.0% | -4.2% | +9.2% | +6.3% |
| 3M | +24.1% | +8.1% | +16.0% | +21.3% |
| 6M | -7.4% | +35.6% | -43.0% | -14.4% |
| YTD | +10.2% | +28.8% | -18.6% | +3.1% |
| 1Y | +42.5% | +39.8% | +2.7% | +30.5% |
| 3Y | +285.7% | +221.4% | +64.3% | +173.1% |
| All | +220.4% | +141.8% | +78.6% | +118.6% |
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