+1,199.1%
SPXL vs GDDY
+207.2%
+991.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.7% | +1.0% |
| 7D | -2.5% | -3.2% | +0.7% | -0.5% |
| 30D | -4.2% | +6.8% | -11.0% | -10.7% |
| 3M | +8.1% | +30.5% | -22.4% | -19.9% |
| 6M | +35.6% | +13.3% | +22.3% | +9.2% |
| YTD | +28.8% | -21.0% | +49.8% | +38.3% |
| 1Y | +39.8% | -34.0% | +73.8% | +76.7% |
| 3Y | +221.4% | +33.1% | +188.3% | +97.6% |
| 5Y | +146.9% | +30.3% | +116.6% | +59.8% |
| All | +1,199.1% | +207.2% | +991.8% | +382.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 10y: compounded portfolio wealth divided by compounded GDDY 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…
10y analysis · Full analysis span regression · 6 months rolling