+291.4%
SPXL vs GGLL
+309.0%
-17.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | +0.8% |
| 7D | -1.3% | -3.9% | +2.6% | +0.6% |
| 30D | -5.0% | -15.4% | +10.4% | +2.8% |
| 3M | +7.6% | -21.9% | +29.5% | +18.2% |
| 6M | +33.6% | +4.5% | +29.1% | +22.3% |
| YTD | +28.1% | -2.4% | +30.5% | +20.6% |
| 1Y | +43.6% | +57.8% | -14.2% | +1.1% |
| 3Y | +225.8% | +227.2% | -1.4% | +28.0% |
| All | +291.4% | +309.0% | -17.6% | +33.3% |
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