+458.7%
GLD vs SPXL
+7,736.1%
-7,277.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +4.4% | -0.9% | +5.3% | +4.4% |
| 3M | -1.1% | +2.0% | -3.1% | -1.2% |
| 6M | -13.8% | +33.5% | -47.3% | -14.5% |
| YTD | +2.6% | +32.2% | -29.5% | +1.8% |
| 1Y | +24.5% | +48.9% | -24.4% | +23.2% |
| 3Y | +125.8% | +222.9% | -97.0% | +118.7% |
| 5Y | +137.8% | +140.7% | -2.9% | +129.8% |
| 10Y | +221.4% | +1,192.7% | -971.3% | +196.5% |
| All | +458.7% | +7,736.1% | -7,277.3% | +380.1% |
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 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