+101.0%
SPXL vs GPC
+4.3%
+96.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.5% |
| 7D | +7.4% | +0.4% | +7.0% | +7.1% |
| 30D | -7.8% | -6.3% | -1.5% | -3.5% |
| 3M | -11.9% | -8.2% | -3.8% | -6.8% |
| 6M | -1.7% | +27.1% | -28.8% | -22.0% |
| YTD | +20.8% | +3.1% | +17.7% | +9.8% |
| 1Y | +25.0% | +0.1% | +24.9% | +16.7% |
| 3Y | +226.1% | +0.2% | +225.9% | +166.2% |
| All | +101.0% | +4.3% | +96.6% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling