+387.1%
GLW vs SPXL
+140.6%
+246.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.7% | +9.2% | +8.2% |
| 7D | +14.0% | +1.5% | +12.6% | +13.2% |
| 30D | +0.4% | -3.7% | +4.0% | +1.7% |
| 3M | -11.3% | +8.1% | -19.5% | -13.6% |
| 6M | +35.1% | +39.0% | -4.0% | +20.2% |
| YTD | +90.5% | +29.9% | +60.6% | +74.2% |
| 1Y | +132.0% | +46.6% | +85.4% | +103.5% |
| 3Y | +463.3% | +230.5% | +232.8% | +261.7% |
| All | +387.1% | +140.6% | +246.5% | +214.2% |
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