+1,199.1%
SPXL vs GWRE
+131.0%
+1,068.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.0% |
| 7D | -2.5% | -13.2% | +10.7% | +6.8% |
| 30D | -4.2% | -18.6% | +14.4% | +6.0% |
| 3M | +8.1% | +18.9% | -10.8% | -12.9% |
| 6M | +35.6% | -11.0% | +46.6% | +27.3% |
| YTD | +28.8% | -29.9% | +58.7% | +42.4% |
| 1Y | +39.8% | -44.3% | +84.2% | +86.2% |
| 3Y | +221.4% | +51.7% | +169.7% | +51.1% |
| 5Y | +146.9% | +15.4% | +131.5% | +50.9% |
| All | +1,199.1% | +131.0% | +1,068.1% | +400.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling