-7.2%
GLD vs SPXL
+20.3%
-27.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | -4.6% | +7.4% | -12.0% | -6.4% |
| 30D | -5.5% | -7.8% | +2.4% | -3.8% |
| 3M | -10.9% | -11.9% | +1.0% | -8.3% |
| 6M | -17.4% | -1.7% | -15.7% | -17.7% |
| YTD | -10.3% | +20.8% | -31.1% | -15.9% |
| 1Y | -7.2% | +25.0% | -32.2% | -13.1% |
| All | -7.2% | +20.3% | -27.4% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling