+8,771.7%
SPXL vs GRMN
+2,196.5%
+6,575.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | +0.1% | -2.9% | +2.9% | +2.9% |
| 30D | -0.9% | -8.4% | +7.6% | +7.9% |
| 3M | +2.0% | +15.0% | -13.0% | -14.5% |
| 6M | +33.5% | +11.2% | +22.3% | +15.2% |
| YTD | +32.2% | +37.7% | -5.5% | -8.9% |
| 1Y | +48.9% | +18.5% | +30.4% | +17.8% |
| 3Y | +222.9% | +175.8% | +47.0% | -2.0% |
| 5Y | +140.7% | +75.1% | +65.6% | +23.6% |
| 10Y | +1,192.7% | +637.0% | +555.6% | +104.7% |
| All | +8,771.7% | +2,196.5% | +6,575.2% | +239.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling