+1,199.1%
SPXL vs GSK
+80.1%
+1,119.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -2.5% | -3.5% | +1.0% | +0.7% |
| 30D | -4.2% | -3.4% | -0.8% | -1.5% |
| 3M | +8.1% | -8.1% | +16.2% | +15.0% |
| 6M | +35.6% | -11.1% | +46.7% | +48.0% |
| YTD | +28.8% | +0.7% | +28.1% | +22.5% |
| 1Y | +39.8% | +20.1% | +19.7% | +9.5% |
| 3Y | +221.4% | +46.1% | +175.3% | +82.9% |
| 5Y | +146.9% | +48.2% | +98.7% | +29.4% |
| All | +1,199.1% | +80.1% | +1,119.0% | +538.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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