+18.0%
SPXL vs GLDM
-1.4%
+19.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | +0.3% |
| 7D | -2.9% | +2.9% | -5.7% | -4.3% |
| 30D | -12.4% | -3.9% | -8.5% | -10.6% |
| 3M | -11.8% | -8.1% | -3.6% | -8.1% |
| 6M | -1.4% | -14.7% | +13.3% | +5.5% |
| YTD | +19.0% | -6.6% | +25.5% | +22.1% |
| 1Y | +18.0% | -2.1% | +20.0% | +13.4% |
| All | +18.0% | -1.4% | +19.4% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling