+125.7%
SPXL vs GFS
-2.1%
+127.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -2.5% |
| 7D | -1.3% | +4.5% | -5.8% | -3.8% |
| 30D | -5.0% | -8.2% | +3.2% | -0.7% |
| 3M | +7.6% | -38.9% | +46.4% | +38.6% |
| 6M | +33.6% | -2.9% | +36.5% | +24.8% |
| YTD | +28.1% | +31.8% | -3.7% | -4.7% |
| 1Y | +43.6% | +43.1% | +0.5% | +0.1% |
| 3Y | +225.8% | -20.6% | +246.5% | +216.2% |
| All | +125.7% | -2.1% | +127.8% | +101.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling