+528.2%
SPXL vs GLDM
+225.0%
+303.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.9% | +5.1% | +6.3% |
| 7D | -0.9% | +5.0% | -5.8% | -2.7% |
| 30D | -11.4% | -1.3% | -10.1% | -10.9% |
| 3M | -10.8% | -4.7% | -6.1% | -9.2% |
| 6M | -0.3% | -12.4% | +12.1% | +4.6% |
| YTD | +20.3% | -4.1% | +24.4% | +21.7% |
| 1Y | +24.7% | +3.3% | +21.4% | +23.0% |
| 3Y | +238.6% | +110.9% | +127.6% | +148.2% |
| 5Y | +100.0% | +124.8% | -24.8% | +38.3% |
| All | +528.2% | +225.0% | +303.2% | +437.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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