+206.1%
GLD vs SPXL
+1,102.8%
-896.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.2% |
| 7D | -4.6% | +7.4% | -12.0% | -4.8% |
| 30D | -5.5% | -7.8% | +2.4% | -5.2% |
| 3M | -10.9% | -11.9% | +1.0% | -10.6% |
| 6M | -17.4% | -1.7% | -15.7% | -17.4% |
| YTD | -10.3% | +20.8% | -31.1% | -10.9% |
| 1Y | -7.2% | +25.0% | -32.2% | -7.8% |
| 3Y | +96.9% | +226.1% | -129.2% | +90.6% |
| 5Y | +103.8% | +101.1% | +2.7% | +97.0% |
| All | +206.1% | +1,102.8% | -896.7% | +203.3% |
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