+8,011.2%
SPXL vs GNRC
+2,082.9%
+5,928.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.5% | +0.7% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | -4.2% | -15.7% | +11.5% | +5.7% |
| 3M | +8.1% | -27.3% | +35.4% | +28.3% |
| 6M | +35.6% | -12.1% | +47.7% | +40.2% |
| YTD | +28.8% | +37.1% | -8.3% | -1.7% |
| 1Y | +39.8% | -0.5% | +40.3% | +28.1% |
| 3Y | +221.4% | +61.5% | +159.9% | +106.1% |
| 5Y | +146.9% | -58.6% | +205.5% | +238.8% |
| 10Y | +1,255.8% | +446.3% | +809.5% | +275.1% |
| All | +8,011.2% | +2,082.9% | +5,928.3% | +744.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling