-23.4%
GFS vs SOXQ
+193.7%
-217.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.7% | -0.2% | +0.3% |
| 7D | +6.2% | +2.9% | +3.3% | +3.3% |
| 30D | -11.4% | -13.6% | +2.3% | +0.9% |
| 3M | -15.5% | -12.5% | -2.9% | -5.1% |
| 6M | -42.6% | -12.4% | -30.3% | -35.2% |
| YTD | +23.2% | +49.6% | -26.4% | -13.9% |
| 1Y | +23.6% | +52.0% | -28.4% | -15.1% |
| 3Y | -17.2% | +199.1% | -216.3% | -71.9% |
| 5Y | -23.4% | +192.6% | -216.1% | -73.2% |
| All | -23.4% | +193.7% | -217.2% | -73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling