+221.4%
SPXL vs GRMN
+190.9%
+30.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.2% | -1.8% | -0.1% |
| 7D | -2.5% | +2.4% | -5.0% | -3.9% |
| 30D | -4.2% | -8.5% | +4.2% | +0.9% |
| 3M | +8.1% | +19.5% | -11.4% | -5.0% |
| 6M | +35.6% | +21.2% | +14.4% | +18.4% |
| YTD | +28.8% | +41.0% | -12.2% | +1.2% |
| 1Y | +39.8% | +19.6% | +20.2% | +21.5% |
| 3Y | +221.4% | +183.8% | +37.6% | +73.3% |
| All | +221.4% | +190.9% | +30.4% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 3y: compounded portfolio wealth divided by compounded GRMN 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…
3y analysis · Full analysis span regression · 6 months rolling