+1,199.1%
SPXL vs GME
+285.6%
+913.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.3% | +2.1% |
| 7D | -2.5% | +10.4% | -12.9% | -3.3% |
| 30D | -4.2% | +14.1% | -18.3% | -5.2% |
| 3M | +8.1% | -4.6% | +12.8% | +8.3% |
| 6M | +35.6% | -13.5% | +49.1% | +36.8% |
| YTD | +28.8% | +5.3% | +23.5% | +28.0% |
| 1Y | +39.8% | -14.9% | +54.7% | +41.1% |
| 3Y | +221.4% | +24.3% | +197.1% | +189.5% |
| 5Y | +146.9% | -55.6% | +202.5% | +131.2% |
| All | +1,199.1% | +285.6% | +913.5% | +372.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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