+119.4%
GLDM vs SOXQ
+228.4%
-109.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.0% | -5.2% | +1.3% |
| 7D | +5.0% | -2.9% | +7.8% | +5.1% |
| 30D | -1.3% | -20.1% | +18.8% | +0.5% |
| 3M | -4.7% | -18.6% | +13.9% | -3.2% |
| 6M | -12.4% | -14.6% | +2.2% | -11.6% |
| YTD | -4.1% | +42.1% | -46.1% | -6.3% |
| 1Y | +3.3% | +45.2% | -41.8% | +0.7% |
| 3Y | +110.9% | +195.3% | -84.3% | +98.1% |
| 5Y | +124.8% | +174.8% | -50.0% | +106.1% |
| All | +119.4% | +228.4% | -109.1% | +98.6% |
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