+5,105.7%
SPXL vs GWRE
+741.3%
+4,364.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.1% |
| 7D | -2.5% | -13.2% | +10.7% | +6.0% |
| 30D | -4.2% | -18.6% | +14.4% | +5.3% |
| 3M | +8.1% | +18.9% | -10.8% | -10.4% |
| 6M | +35.6% | -11.0% | +46.6% | +29.0% |
| YTD | +28.8% | -29.9% | +58.7% | +40.7% |
| 1Y | +39.8% | -44.3% | +84.2% | +78.7% |
| 3Y | +221.4% | +51.7% | +169.7% | +82.4% |
| 5Y | +146.9% | +15.4% | +131.5% | +71.4% |
| 10Y | +1,255.8% | +129.4% | +1,126.3% | +569.4% |
| All | +5,105.7% | +741.3% | +4,364.4% | +1,798.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling