+221.4%
SPXL vs GFI
+287.6%
-66.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.6% |
| 7D | -2.5% | -4.9% | +2.3% | -1.7% |
| 30D | -4.2% | +10.7% | -15.0% | -6.0% |
| 3M | +8.1% | +25.6% | -17.5% | +3.4% |
| 6M | +35.6% | -8.3% | +43.9% | +35.4% |
| YTD | +28.8% | +6.3% | +22.5% | +25.9% |
| 1Y | +39.8% | +22.1% | +17.8% | +33.9% |
| 3Y | +221.4% | +289.2% | -67.8% | +158.2% |
| All | +221.4% | +287.6% | -66.3% | +158.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling