+8,623.4%
SPXL vs GME
+310.3%
+8,313.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.5% |
| 7D | +1.5% | +0.4% | +1.0% | +1.4% |
| 30D | -3.7% | -1.4% | -2.3% | -3.5% |
| 3M | +8.1% | -15.1% | +23.3% | +10.1% |
| 6M | +39.0% | -22.5% | +61.5% | +43.0% |
| YTD | +29.9% | -5.9% | +35.9% | +30.3% |
| 1Y | +46.6% | -18.6% | +65.3% | +49.6% |
| 3Y | +230.5% | +6.7% | +223.9% | +178.1% |
| 5Y | +140.2% | -62.0% | +202.2% | +118.1% |
| 10Y | +1,168.8% | +239.5% | +929.3% | +112.5% |
| All | +8,623.4% | +310.3% | +8,313.1% | +732.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling