+145.2%
SPXL vs GWW
+222.0%
-76.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.8% | +1.7% |
| 7D | -2.5% | -3.4% | +0.8% | +1.0% |
| 30D | -4.2% | -1.9% | -2.3% | -2.5% |
| 3M | +8.1% | -2.4% | +10.5% | +9.4% |
| 6M | +35.6% | +15.7% | +19.9% | +13.0% |
| YTD | +28.8% | +27.6% | +1.2% | -5.3% |
| 1Y | +39.8% | +27.2% | +12.6% | +2.6% |
| 3Y | +221.4% | +89.7% | +131.7% | +44.7% |
| All | +145.2% | +222.0% | -76.7% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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