+8,342.0%
SPXL vs GFI
+925.1%
+7,416.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.0% | -1.3% |
| 7D | -6.0% | -5.1% | -0.8% | -5.1% |
| 30D | -5.8% | +13.4% | -19.2% | -8.0% |
| 3M | +10.9% | +36.2% | -25.4% | +4.5% |
| 6M | +31.9% | -9.8% | +41.7% | +33.2% |
| YTD | +25.8% | +7.7% | +18.1% | +22.2% |
| 1Y | +39.8% | +27.2% | +12.6% | +31.1% |
| 3Y | +219.9% | +300.3% | -80.4% | +136.1% |
| 5Y | +141.1% | +539.8% | -398.7% | +57.2% |
| 10Y | +1,223.7% | +1,058.5% | +165.2% | +583.5% |
| All | +8,342.0% | +925.1% | +7,416.8% | +2,493.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling