+219.6%
SPXL vs GSK
+48.7%
+170.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -1.3% | -3.6% | +2.3% | -0.3% |
| 30D | -5.0% | -5.9% | +0.9% | -3.4% |
| 3M | +7.6% | -4.3% | +11.8% | +8.5% |
| 6M | +33.6% | -10.8% | +44.4% | +37.7% |
| YTD | +28.1% | +1.8% | +26.3% | +26.5% |
| 1Y | +43.6% | +23.5% | +20.2% | +32.7% |
| All | +219.6% | +48.7% | +170.9% | +172.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling