+141.1%
SPXL vs GRMN
+73.8%
+67.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -6.0% | -1.8% | -4.2% | -4.5% |
| 30D | -5.8% | -12.1% | +6.3% | +5.2% |
| 3M | +10.9% | +18.0% | -7.1% | -7.7% |
| 6M | +31.9% | +13.7% | +18.2% | +13.7% |
| YTD | +25.8% | +35.3% | -9.5% | -9.1% |
| 1Y | +39.8% | +17.2% | +22.5% | +14.4% |
| 3Y | +219.9% | +179.6% | +40.2% | -16.3% |
| 5Y | +141.1% | +75.6% | +65.5% | -6.9% |
| All | +141.1% | +73.8% | +67.3% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling