+112.3%
GIS vs SPXL
+7,605.2%
-7,492.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.4% |
| 7D | -8.3% | +1.5% | -9.7% | -8.4% |
| 30D | +2.2% | -3.7% | +5.8% | +2.6% |
| 3M | +15.7% | +8.1% | +7.6% | +14.3% |
| 6M | -12.0% | +39.0% | -51.0% | -15.8% |
| YTD | -15.0% | +29.9% | -44.9% | -18.2% |
| 1Y | -20.1% | +46.6% | -66.7% | -24.6% |
| 3Y | -34.6% | +230.5% | -265.1% | -46.1% |
| 5Y | -22.8% | +140.2% | -163.0% | -36.4% |
| 10Y | -18.5% | +1,168.8% | -1,187.3% | -52.6% |
| All | +112.3% | +7,605.2% | -7,492.9% | -13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling