+25.0%
SPXL vs GSK
+9.8%
+15.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | +7.4% | +1.1% | +6.3% | +7.2% |
| 30D | -7.8% | +6.3% | -14.2% | -9.0% |
| 3M | -11.9% | +1.8% | -13.7% | -12.1% |
| 6M | -1.7% | +1.7% | -3.4% | -2.5% |
| YTD | +20.8% | +6.5% | +14.3% | +17.4% |
| 1Y | +25.0% | +9.5% | +15.5% | +19.8% |
| All | +25.0% | +9.8% | +15.2% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling