+463.9%
SPXL vs GH
+480.1%
-16.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +1.5% | -2.1% | +3.5% | +2.1% |
| 30D | -3.7% | -4.5% | +0.8% | -2.5% |
| 3M | +8.1% | +28.9% | -20.8% | -2.0% |
| 6M | +39.0% | +76.5% | -37.5% | +12.1% |
| YTD | +29.9% | +57.6% | -27.7% | +8.2% |
| 1Y | +46.6% | +167.5% | -120.9% | -1.1% |
| 3Y | +230.5% | +377.4% | -146.9% | +63.5% |
| 5Y | +140.2% | +23.8% | +116.3% | +71.6% |
| All | +463.9% | +480.1% | -16.2% | +145.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling