+140.1%
SPXL vs GPC
+30.9%
+109.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -2.1% |
| 7D | -1.3% | -0.6% | -0.7% | -0.9% |
| 30D | -5.0% | +1.3% | -6.3% | -6.1% |
| 3M | +7.6% | +37.1% | -29.5% | -18.7% |
| 6M | +33.6% | +23.2% | +10.4% | +9.8% |
| YTD | +28.1% | +13.1% | +15.0% | +9.2% |
| 1Y | +43.6% | +0.9% | +42.8% | +35.6% |
| 3Y | +225.8% | -0.8% | +226.6% | +183.8% |
| 5Y | +140.1% | +31.1% | +108.9% | +32.7% |
| All | +140.1% | +30.9% | +109.2% | +32.7% |
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