+101.0%
SPXL vs GTLB
-62.5%
+163.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.5% |
| 7D | +7.4% | -0.7% | +8.2% | +7.7% |
| 30D | -7.8% | -10.2% | +2.4% | -4.5% |
| 3M | -11.9% | +10.1% | -22.0% | -15.2% |
| 6M | -1.7% | +116.5% | -118.2% | -25.5% |
| YTD | +20.8% | +27.2% | -6.4% | +6.8% |
| 1Y | +25.0% | +8.6% | +16.4% | +15.9% |
| 3Y | +226.1% | +5.6% | +220.6% | +187.4% |
| All | +101.0% | -62.5% | +163.5% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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