+48.9%
SPXL vs GFI
+45.3%
+3.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.8% |
| 7D | +0.1% | +3.1% | -3.1% | -0.8% |
| 30D | -0.9% | +27.1% | -28.0% | -7.2% |
| 3M | +2.0% | +21.2% | -19.1% | -3.8% |
| 6M | +33.5% | -4.5% | +38.0% | +31.2% |
| YTD | +32.2% | +11.7% | +20.4% | +25.3% |
| 1Y | +48.9% | +46.0% | +2.8% | +29.7% |
| All | +48.9% | +45.3% | +3.6% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling