+1,516.6%
GS vs SPXL
+7,736.1%
-6,219.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | +0.9% | +0.1% | +0.9% | +0.9% |
| 30D | -1.6% | -0.9% | -0.7% | -1.2% |
| 3M | -4.5% | +2.0% | -6.5% | -5.6% |
| 6M | +20.9% | +33.5% | -12.6% | +5.5% |
| YTD | +19.9% | +32.2% | -12.3% | +5.1% |
| 1Y | +41.4% | +48.9% | -7.5% | +16.9% |
| 3Y | +239.2% | +222.9% | +16.3% | +88.3% |
| 5Y | +185.0% | +140.7% | +44.3% | +60.3% |
| 10Y | +655.0% | +1,192.7% | -537.7% | +48.3% |
| All | +1,516.6% | +7,736.1% | -6,219.4% | -22.8% |
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 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