+138.9%
GLD vs SPXL
+140.3%
-1.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | -0.1% | -1.6% |
| 7D | +0.7% | +1.5% | -0.7% | +0.7% |
| 30D | +0.3% | -3.7% | +4.0% | +0.5% |
| 3M | +0.6% | +8.1% | -7.5% | +0.2% |
| 6M | -15.6% | +39.0% | -54.6% | -16.9% |
| YTD | +0.9% | +29.9% | -29.1% | -0.5% |
| 1Y | +19.4% | +46.6% | -27.2% | +17.2% |
| 3Y | +124.5% | +230.5% | -106.1% | +113.3% |
| 5Y | +138.9% | +140.2% | -1.2% | +123.4% |
| All | +138.9% | +140.3% | -1.4% | +123.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling