+39.3%
GEHC vs SPXL
+304.6%
-265.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.7% | +1.9% |
| 7D | +0.8% | +7.4% | -6.7% | -1.9% |
| 30D | +21.3% | -7.8% | +29.2% | +24.1% |
| 3M | +12.6% | -11.9% | +24.5% | +16.9% |
| 6M | +34.3% | -1.7% | +36.0% | +32.3% |
| YTD | +1.4% | +20.8% | -19.4% | -8.6% |
| 1Y | +12.5% | +25.0% | -12.5% | -0.1% |
| 3Y | +19.2% | +226.1% | -206.9% | -29.6% |
| All | +39.3% | +304.6% | -265.3% | -26.5% |
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 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