+1,199.1%
SPXL vs GPN
+28.5%
+1,170.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -2.5% | -4.3% | +1.8% | +1.7% |
| 30D | -4.2% | 0.0% | -4.2% | -5.0% |
| 3M | +8.1% | +35.8% | -27.7% | -23.6% |
| 6M | +35.6% | +22.0% | +13.6% | +4.9% |
| YTD | +28.8% | +15.2% | +13.6% | +1.8% |
| 1Y | +39.8% | +3.5% | +36.3% | +21.7% |
| 3Y | +221.4% | -26.9% | +248.3% | +285.8% |
| 5Y | +146.9% | -44.2% | +191.1% | +302.8% |
| All | +1,199.1% | +28.5% | +1,170.5% | +1,258.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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