+2,002.0%
GLW vs SPXL
+7,736.1%
-5,734.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +6.2% |
| 7D | +3.8% | +0.1% | +3.7% | +3.7% |
| 30D | -1.3% | -0.9% | -0.5% | -1.1% |
| 3M | -21.8% | +2.0% | -23.8% | -21.8% |
| 6M | +6.9% | +33.5% | -26.6% | -4.0% |
| YTD | +77.2% | +32.2% | +45.0% | +59.9% |
| 1Y | +123.2% | +48.9% | +74.4% | +91.8% |
| 3Y | +400.0% | +222.9% | +177.1% | +194.7% |
| 5Y | +342.8% | +140.7% | +202.1% | +165.2% |
| 10Y | +771.4% | +1,192.7% | -421.3% | +110.4% |
| All | +2,002.0% | +7,736.1% | -5,734.1% | +57.6% |
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 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