-18.0%
GIS vs SPXL
+52.0%
-70.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.6% |
| 7D | -7.8% | +0.1% | -7.9% | -7.8% |
| 30D | +6.6% | -0.9% | +7.4% | +6.5% |
| 3M | +21.0% | +2.0% | +18.9% | +21.7% |
| 6M | -9.1% | +33.5% | -42.6% | -6.7% |
| YTD | -13.6% | +32.2% | -45.8% | -11.3% |
| 1Y | -18.0% | +48.9% | -66.9% | -16.1% |
| All | -18.0% | +52.0% | -70.0% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling