+463.3%
GLW vs SPXL
+231.8%
+231.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.7% | +9.2% | +8.4% |
| 7D | +14.0% | +1.5% | +12.6% | +13.0% |
| 30D | +0.4% | -3.7% | +4.0% | +2.0% |
| 3M | -11.3% | +8.1% | -19.5% | -14.2% |
| 6M | +35.1% | +39.0% | -4.0% | +17.6% |
| YTD | +90.5% | +29.9% | +60.6% | +70.9% |
| 1Y | +132.0% | +46.6% | +85.4% | +99.1% |
| 3Y | +463.3% | +230.5% | +232.8% | +263.5% |
| All | +463.3% | +231.8% | +231.6% | +263.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling