+141.1%
SPXL vs GH
+21.3%
+119.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.1% |
| 7D | -6.0% | -1.2% | -4.7% | -5.6% |
| 30D | -5.8% | -3.7% | -2.1% | -4.9% |
| 3M | +10.9% | +21.7% | -10.8% | +3.0% |
| 6M | +31.9% | +75.7% | -43.8% | +8.0% |
| YTD | +25.8% | +55.7% | -29.9% | +6.4% |
| 1Y | +39.8% | +181.1% | -141.4% | -4.8% |
| 3Y | +219.9% | +371.6% | -151.8% | +66.9% |
| 5Y | +141.1% | +23.2% | +117.9% | +50.8% |
| All | +141.1% | +21.3% | +119.8% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling