+833.1%
GLW vs SPXL
+1,239.4%
-406.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.3% | -2.4% |
| 7D | +11.7% | -6.0% | +17.7% | +14.6% |
| 30D | +2.7% | -5.8% | +8.4% | +5.1% |
| 3M | -2.8% | +10.9% | -13.7% | -6.4% |
| 6M | +20.2% | +31.9% | -11.8% | +8.4% |
| YTD | +87.3% | +25.8% | +61.5% | +72.5% |
| 1Y | +119.6% | +39.8% | +79.8% | +93.9% |
| 3Y | +453.7% | +219.9% | +233.8% | +231.7% |
| 5Y | +376.1% | +141.1% | +235.0% | +189.1% |
| All | +833.1% | +1,239.4% | -406.3% | +125.5% |
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