+105.1%
GLDM vs SOXQ
+243.8%
-138.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.8% |
| 7D | -5.5% | +16.4% | -21.9% | -6.8% |
| 30D | -7.0% | -13.9% | +6.9% | -5.9% |
| 3M | -12.3% | -15.1% | +2.9% | -11.2% |
| 6M | -17.9% | -10.2% | -7.7% | -17.5% |
| YTD | -10.3% | +48.7% | -59.0% | -12.8% |
| 1Y | -7.8% | +48.9% | -56.7% | -10.4% |
| 3Y | +99.5% | +197.4% | -97.9% | +86.8% |
| 5Y | +106.5% | +188.2% | -81.7% | +88.6% |
| All | +105.1% | +243.8% | -138.7% | +85.0% |
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