+158.3%
SPXL vs GTLB
-47.1%
+205.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | +0.1% | +11.1% | -11.0% | -3.4% |
| 30D | -0.9% | +37.8% | -38.7% | -11.0% |
| 3M | +2.0% | +61.6% | -59.5% | -13.6% |
| 6M | +33.5% | +98.9% | -65.4% | +3.4% |
| YTD | +32.2% | +32.8% | -0.6% | +15.8% |
| 1Y | +48.9% | +14.7% | +34.2% | +35.1% |
| 3Y | +222.9% | +1.3% | +221.5% | +189.5% |
| All | +158.3% | -47.1% | +205.4% | +127.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling