+112.4%
GD vs SOXQ
+228.4%
-116.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.0% | -4.8% | +1.5% |
| 7D | -3.0% | -2.9% | -0.2% | -2.8% |
| 30D | +9.3% | -20.1% | +29.4% | +11.6% |
| 3M | -7.2% | -18.6% | +11.4% | -5.6% |
| 6M | +5.5% | -14.6% | +20.1% | +5.5% |
| YTD | +9.5% | +42.1% | -32.6% | +1.4% |
| 1Y | +6.4% | +45.2% | -38.7% | -1.9% |
| 3Y | +59.8% | +195.3% | -135.4% | +29.0% |
| 5Y | +98.0% | +174.8% | -76.8% | +54.2% |
| All | +112.4% | +228.4% | -116.1% | +64.8% |
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