+105.8%
GD vs SOXQ
+290.2%
-184.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.1% |
| 7D | -3.1% | +5.2% | -8.4% | -3.7% |
| 30D | -10.9% | -0.5% | -10.4% | -10.9% |
| 3M | +2.5% | -5.6% | +8.1% | +2.4% |
| 6M | -1.7% | +53.0% | -54.7% | -8.8% |
| YTD | +6.1% | +68.8% | -62.6% | -3.1% |
| 1Y | +11.7% | +105.7% | -94.0% | -1.2% |
| 3Y | +71.8% | +240.5% | -168.7% | +37.2% |
| 5Y | +92.2% | +266.8% | -174.6% | +47.1% |
| All | +105.8% | +290.2% | -184.3% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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