+145.2%
SPXL vs GPN
-44.7%
+189.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.6% |
| 7D | -2.5% | -4.6% | +2.1% | +0.9% |
| 30D | -4.2% | -0.3% | -4.0% | -4.5% |
| 3M | +8.1% | +35.4% | -27.3% | -16.7% |
| 6M | +35.6% | +21.7% | +13.9% | +12.5% |
| YTD | +28.8% | +14.9% | +13.9% | +9.4% |
| 1Y | +39.8% | +3.2% | +36.6% | +28.7% |
| 3Y | +221.4% | -27.1% | +248.5% | +291.9% |
| All | +145.2% | -44.7% | +189.9% | +261.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling