+233.4%
GLW vs SPXL
+100.1%
+133.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.8% |
| 7D | -11.1% | -2.9% | -8.2% | -9.8% |
| 30D | -28.4% | -12.4% | -16.0% | -24.0% |
| 3M | -28.8% | -11.8% | -17.0% | -24.6% |
| 6M | -39.8% | -1.4% | -38.4% | -38.5% |
| YTD | +28.7% | +19.0% | +9.8% | +22.9% |
| 1Y | +27.7% | +18.0% | +9.8% | +22.4% |
| 3Y | +331.3% | +220.0% | +111.3% | +185.2% |
| 5Y | +233.4% | +102.6% | +130.9% | +131.6% |
| All | +233.4% | +100.1% | +133.3% | +131.6% |
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