+203.1%
GS vs SPXL
+235.5%
-32.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.9% | -2.1% | 0.0% |
| 7D | -0.1% | -3.8% | +3.6% | +1.4% |
| 30D | +3.7% | -8.8% | +12.5% | +7.9% |
| 3M | -10.0% | -7.4% | -2.6% | -7.1% |
| 6M | -1.0% | +1.8% | -2.8% | -2.5% |
| YTD | +7.0% | +23.6% | -16.6% | -4.0% |
| 1Y | +16.6% | +21.7% | -5.1% | +5.2% |
| All | +203.1% | +235.5% | -32.4% | +73.8% |
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