-10.3%
GFS vs SOXQ
+211.3%
-221.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.8% | +0.5% |
| 7D | +7.4% | +8.2% | -0.8% | -0.2% |
| 30D | -15.3% | -13.2% | -2.1% | -3.7% |
| 3M | -21.1% | -18.5% | -2.6% | -5.5% |
| 6M | -44.5% | -15.4% | -29.0% | -35.2% |
| YTD | +19.2% | +43.6% | -24.3% | -13.7% |
| 1Y | +27.2% | +49.2% | -22.0% | -11.3% |
| 3Y | -20.1% | +190.2% | -210.3% | -72.3% |
| 5Y | -25.6% | +178.2% | -203.8% | -72.4% |
| All | -10.3% | +211.3% | -221.6% | -70.1% |
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