+102.5%
SPXL vs GLDM
+115.4%
-12.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | 0.0% |
| 7D | -2.9% | +2.9% | -5.7% | -4.0% |
| 30D | -12.4% | -3.9% | -8.5% | -10.9% |
| 3M | -11.8% | -8.1% | -3.6% | -8.7% |
| 6M | -1.4% | -14.7% | +13.3% | +4.9% |
| YTD | +19.0% | -6.6% | +25.5% | +21.7% |
| 1Y | +18.0% | -2.1% | +20.0% | +18.5% |
| 3Y | +220.0% | +107.7% | +112.3% | +116.2% |
| All | +102.5% | +115.4% | -12.9% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling