-37.4%
GIS vs SPXL
+214.3%
-251.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -3.1% |
| 7D | -8.4% | -6.0% | -2.4% | -8.5% |
| 30D | -5.2% | -5.8% | +0.6% | -5.3% |
| 3M | +8.2% | +10.9% | -2.7% | +8.4% |
| 6M | -12.0% | +31.9% | -43.9% | -11.7% |
| YTD | -18.9% | +25.8% | -44.6% | -18.6% |
| 1Y | -23.6% | +39.8% | -63.4% | -23.4% |
| All | -37.4% | +214.3% | -251.7% | -37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling