+101.0%
SPXL vs GME
-49.3%
+150.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | +7.4% | +2.9% | +4.5% | +7.0% |
| 30D | -7.8% | -4.8% | -3.0% | -7.2% |
| 3M | -11.9% | +39.2% | -51.1% | -16.1% |
| 6M | -1.7% | +17.1% | -18.8% | -4.3% |
| YTD | +20.8% | +28.7% | -7.9% | +15.8% |
| 1Y | +25.0% | +23.3% | +1.7% | +20.4% |
| 3Y | +226.1% | +112.9% | +113.2% | +118.2% |
| All | +101.0% | -49.3% | +150.2% | +68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling