+107.7%
GD vs SOXQ
+206.9%
-99.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.6% | -1.0% |
| 7D | -5.0% | -12.2% | +7.3% | -3.8% |
| 30D | +8.9% | -28.2% | +37.1% | +12.5% |
| 3M | -8.0% | -22.1% | +14.0% | -6.0% |
| 6M | +2.9% | -18.1% | +21.0% | +3.3% |
| YTD | +7.1% | +32.7% | -25.7% | -0.1% |
| 1Y | +5.9% | +34.1% | -28.2% | -1.5% |
| 3Y | +53.9% | +176.7% | -122.8% | +25.0% |
| 5Y | +95.4% | +159.9% | -64.5% | +53.3% |
| All | +107.7% | +206.9% | -99.2% | +62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling