+48.9%
SPXL vs GFS
+37.2%
+11.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.7% |
| 7D | +0.1% | +1.0% | -1.0% | -0.3% |
| 30D | -0.9% | -8.6% | +7.7% | +1.5% |
| 3M | +2.0% | -46.5% | +48.6% | +22.2% |
| 6M | +33.5% | -4.8% | +38.3% | +28.9% |
| YTD | +32.2% | +29.7% | +2.5% | +12.6% |
| 1Y | +48.9% | +35.8% | +13.1% | +25.8% |
| All | +48.9% | +37.2% | +11.7% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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