+9.3%
GEHC vs SPXL
+329.0%
-319.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.9% |
| 7D | -7.6% | -1.3% | -6.3% | -7.2% |
| 30D | -10.7% | -5.0% | -5.7% | -9.0% |
| 3M | -1.2% | +7.6% | -8.8% | -4.8% |
| 6M | -13.7% | +33.6% | -47.3% | -24.2% |
| YTD | -20.4% | +28.1% | -48.5% | -29.2% |
| 1Y | -17.0% | +43.6% | -60.7% | -29.7% |
| 3Y | +0.9% | +225.8% | -224.9% | -40.2% |
| All | +9.3% | +329.0% | -319.7% | -43.1% |
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