+121.6%
SPXL vs GFS
-2.1%
+123.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.8% |
| 7D | -6.0% | +3.2% | -9.2% | -7.7% |
| 30D | -5.8% | -9.6% | +3.8% | -0.7% |
| 3M | +10.9% | -38.5% | +49.3% | +42.3% |
| 6M | +31.9% | -1.3% | +33.2% | +22.0% |
| YTD | +25.8% | +31.8% | -6.1% | -6.4% |
| 1Y | +39.8% | +44.6% | -4.8% | -3.2% |
| 3Y | +219.9% | -20.6% | +240.5% | +210.4% |
| All | +121.6% | -2.1% | +123.7% | +98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling