+1,140.4%
SPXL vs GPC
+78.6%
+1,061.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +4.7% |
| 7D | -3.8% | -2.1% | -1.7% | -1.4% |
| 30D | -8.8% | -4.5% | -4.3% | -5.0% |
| 3M | -7.4% | -7.7% | +0.3% | -0.7% |
| 6M | +1.8% | +24.3% | -22.5% | -23.4% |
| YTD | +23.6% | +3.5% | +20.1% | +8.2% |
| 1Y | +21.7% | +0.7% | +21.0% | +9.5% |
| 3Y | +232.4% | 0.0% | +232.4% | +168.5% |
| 5Y | +110.4% | +5.8% | +104.6% | +64.4% |
| 10Y | +1,140.4% | +75.8% | +1,064.6% | +480.8% |
| All | +1,140.4% | +78.6% | +1,061.8% | +480.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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