+8,196.4%
SPXL vs GPC
+452.4%
+7,744.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +4.9% |
| 7D | -3.8% | -2.1% | -1.7% | -0.8% |
| 30D | -8.8% | -4.5% | -4.3% | -4.1% |
| 3M | -7.4% | -7.7% | +0.3% | +0.9% |
| 6M | +1.8% | +24.3% | -22.5% | -29.3% |
| YTD | +23.6% | +3.5% | +20.1% | +3.0% |
| 1Y | +21.7% | +0.7% | +21.0% | +4.7% |
| 3Y | +232.4% | 0.0% | +232.4% | +146.4% |
| 5Y | +110.4% | +5.8% | +104.6% | +47.0% |
| 10Y | +1,140.4% | +75.8% | +1,064.6% | +290.5% |
| All | +8,196.4% | +452.4% | +7,744.0% | +261.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling