+130.9%
GLDM vs SOXQ
+288.7%
-157.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.8% |
| 7D | +0.7% | +5.3% | -4.5% | +0.3% |
| 30D | +0.3% | -3.7% | +4.0% | +0.6% |
| 3M | +0.7% | -7.8% | +8.5% | +1.1% |
| 6M | -15.4% | +58.4% | -73.8% | -18.3% |
| YTD | +1.0% | +68.1% | -67.1% | -2.7% |
| 1Y | +19.7% | +105.4% | -85.6% | +14.3% |
| 3Y | +126.5% | +239.2% | -112.7% | +110.1% |
| 5Y | +142.5% | +266.9% | -124.4% | +117.7% |
| All | +130.9% | +288.7% | -157.8% | +106.4% |
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