+1,541.0%
GLW vs SPXL
+7,227.9%
-5,687.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.9% | +3.5% | +5.8% |
| 7D | +1.4% | -3.8% | +5.2% | +3.5% |
| 30D | -18.2% | -8.8% | -9.4% | -14.6% |
| 3M | -24.2% | -7.4% | -16.8% | -21.3% |
| 6M | -41.7% | +1.8% | -43.5% | -41.3% |
| YTD | +38.3% | +23.6% | +14.7% | +29.2% |
| 1Y | +38.2% | +21.7% | +16.5% | +30.0% |
| 3Y | +363.4% | +232.4% | +131.0% | +173.2% |
| 5Y | +254.6% | +110.4% | +144.2% | +127.0% |
| 10Y | +562.0% | +1,140.4% | -578.4% | +64.4% |
| All | +1,541.0% | +7,227.9% | -5,687.0% | +27.3% |
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