+1,199.1%
SPXL vs GPC
+86.4%
+1,112.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.8% |
| 7D | -2.5% | -3.2% | +0.7% | +0.7% |
| 30D | -4.2% | +0.5% | -4.8% | -5.0% |
| 3M | +8.1% | +31.7% | -23.6% | -22.0% |
| 6M | +35.6% | +24.7% | +10.9% | +2.8% |
| YTD | +28.8% | +11.8% | +17.0% | +5.3% |
| 1Y | +39.8% | -3.0% | +42.8% | +32.9% |
| 3Y | +221.4% | -1.1% | +222.5% | +167.8% |
| 5Y | +146.9% | +30.5% | +116.4% | +53.1% |
| All | +1,199.1% | +86.4% | +1,112.7% | +492.1% |
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