+140.1%
SPXL vs GSK
+47.3%
+92.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -1.3% | -3.6% | +2.3% | +0.4% |
| 30D | -5.0% | -5.9% | +0.9% | -2.4% |
| 3M | +7.6% | -4.3% | +11.8% | +9.1% |
| 6M | +33.6% | -10.8% | +44.4% | +40.2% |
| YTD | +28.1% | +1.8% | +26.3% | +24.8% |
| 1Y | +43.6% | +23.5% | +20.2% | +25.1% |
| 3Y | +225.8% | +49.5% | +176.3% | +139.4% |
| 5Y | +140.1% | +49.7% | +90.4% | +69.4% |
| All | +140.1% | +47.3% | +92.8% | +69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling