+218.2%
GLD vs SPXL
+1,177.5%
-959.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.0% |
| 7D | +0.1% | -1.3% | +1.4% | +0.2% |
| 30D | +0.2% | -5.0% | +5.2% | +0.4% |
| 3M | +3.2% | +7.6% | -4.4% | +3.0% |
| 6M | -14.6% | +33.6% | -48.2% | -15.4% |
| YTD | +1.8% | +28.1% | -26.3% | +1.0% |
| 1Y | +20.7% | +43.6% | -22.9% | +19.4% |
| 3Y | +126.5% | +225.8% | -99.3% | +119.2% |
| 5Y | +140.0% | +140.1% | 0.0% | +131.4% |
| 10Y | +218.2% | +1,248.4% | -1,030.2% | +215.3% |
| All | +218.2% | +1,177.5% | -959.3% | +215.3% |
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