+1,199.1%
SPXL vs GFI
+1,093.3%
+105.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.5% | +2.3% |
| 7D | -2.5% | -2.7% | +0.2% | -2.2% |
| 30D | -4.2% | +13.2% | -17.5% | -5.7% |
| 3M | +8.1% | +28.5% | -20.4% | +4.6% |
| 6M | +35.6% | -6.2% | +41.8% | +35.7% |
| YTD | +28.8% | +8.7% | +20.1% | +26.4% |
| 1Y | +39.8% | +24.8% | +15.0% | +34.8% |
| 3Y | +221.4% | +298.0% | -76.6% | +169.4% |
| 5Y | +146.9% | +546.0% | -399.1% | +95.0% |
| All | +1,199.1% | +1,093.3% | +105.7% | +1,135.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling