+1,199.1%
SPXL vs GNRC
+448.8%
+750.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.5% | +0.5% |
| 7D | -2.5% | -0.2% | -2.3% | -2.4% |
| 30D | -4.2% | -15.7% | +11.5% | +6.3% |
| 3M | +8.1% | -27.3% | +35.4% | +29.6% |
| 6M | +35.6% | -12.1% | +47.7% | +40.0% |
| YTD | +28.8% | +37.1% | -8.3% | -4.5% |
| 1Y | +39.8% | -0.5% | +40.3% | +26.4% |
| 3Y | +221.4% | +61.5% | +159.9% | +93.5% |
| 5Y | +146.9% | -58.6% | +205.5% | +272.8% |
| All | +1,199.1% | +448.8% | +750.2% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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