-7.8%
GFS vs SOXQ
+222.5%
-230.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | 0.0% |
| 7D | +17.2% | +16.4% | +0.8% | +2.0% |
| 30D | -8.7% | -13.9% | +5.1% | +4.2% |
| 3M | -19.7% | -15.1% | -4.5% | -7.2% |
| 6M | -40.7% | -10.2% | -30.5% | -34.5% |
| YTD | +22.5% | +48.7% | -26.2% | -14.1% |
| 1Y | +25.2% | +48.9% | -23.7% | -12.6% |
| 3Y | -17.7% | +197.4% | -215.1% | -72.1% |
| 5Y | -23.5% | +188.2% | -211.7% | -72.6% |
| All | -7.8% | +222.5% | -230.3% | -70.3% |
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 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