+459.0%
SPXL vs GH
+467.1%
-8.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.5% | +2.8% |
| 7D | -2.5% | -2.5% | 0.0% | -1.7% |
| 30D | -4.2% | -4.7% | +0.5% | -3.0% |
| 3M | +8.1% | +20.2% | -12.1% | +0.3% |
| 6M | +35.6% | +78.8% | -43.2% | +8.8% |
| YTD | +28.8% | +54.1% | -25.3% | +8.0% |
| 1Y | +39.8% | +177.1% | -137.2% | -6.8% |
| 3Y | +221.4% | +371.6% | -150.2% | +59.5% |
| 5Y | +146.9% | +21.9% | +125.0% | +77.2% |
| All | +459.0% | +467.1% | -8.2% | +144.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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