+590.0%
SPXL vs GLDM
+248.1%
+341.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | +0.1% | -0.5% | +0.6% | +0.3% |
| 30D | -0.9% | +4.4% | -5.3% | -2.5% |
| 3M | +2.0% | -1.1% | +3.1% | +2.4% |
| 6M | +33.5% | -13.7% | +47.2% | +40.0% |
| YTD | +32.2% | +2.8% | +29.4% | +30.2% |
| 1Y | +48.9% | +24.8% | +24.0% | +36.8% |
| 3Y | +222.9% | +127.8% | +95.0% | +129.5% |
| 5Y | +140.7% | +141.1% | -0.4% | +62.1% |
| All | +590.0% | +248.1% | +341.9% | +474.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling