-21.1%
GIS vs SPXL
+1,271.9%
-1,292.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.5% |
| 7D | -6.4% | -2.5% | -3.8% | -6.2% |
| 30D | -6.1% | -4.2% | -1.9% | -5.7% |
| 3M | +7.8% | +8.1% | -0.3% | +6.9% |
| 6M | -8.8% | +35.6% | -44.4% | -11.8% |
| YTD | -19.1% | +28.8% | -47.9% | -21.5% |
| 1Y | -24.8% | +39.8% | -64.6% | -27.8% |
| 3Y | -37.6% | +221.4% | -258.9% | -46.7% |
| 5Y | -25.4% | +146.9% | -172.4% | -36.8% |
| All | -21.1% | +1,271.9% | -1,292.9% | -56.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling