+8,010.4%
SPXL vs GAP
+174.8%
+7,835.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.8% |
| 7D | +7.4% | -1.9% | +9.3% | +8.6% |
| 30D | -7.8% | -7.1% | -0.8% | -4.1% |
| 3M | -11.9% | +4.1% | -16.0% | -15.0% |
| 6M | -1.7% | +1.9% | -3.6% | -6.1% |
| YTD | +20.8% | -15.2% | +36.0% | +25.4% |
| 1Y | +25.0% | -10.6% | +35.6% | +25.1% |
| 3Y | +226.1% | +74.6% | +151.5% | +81.8% |
| 5Y | +101.1% | +3.7% | +97.4% | +38.9% |
| 10Y | +1,112.6% | +2.4% | +1,110.1% | +500.1% |
| All | +8,010.4% | +174.8% | +7,835.6% | +949.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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