+267.6%
SPXL vs GGLL
+195.8%
+71.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.5% | +4.5% | +5.8% |
| 7D | -0.9% | +6.3% | -7.2% | -3.4% |
| 30D | -11.4% | -35.1% | +23.7% | +6.6% |
| 3M | -10.8% | -37.7% | +26.9% | +8.6% |
| 6M | -0.3% | -54.1% | +53.8% | +37.4% |
| YTD | +20.3% | -29.4% | +49.7% | +28.6% |
| 1Y | +24.7% | -13.4% | +38.1% | +17.7% |
| 3Y | +238.6% | +158.3% | +80.2% | +43.2% |
| All | +267.6% | +195.8% | +71.8% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling