+376.1%
GLW vs SOXQ
+251.3%
+124.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.5% | -1.5% |
| 7D | +11.7% | +2.3% | +9.4% | +10.2% |
| 30D | +2.7% | -3.9% | +6.6% | +5.7% |
| 3M | -2.8% | -4.7% | +1.9% | +3.2% |
| 6M | +20.2% | +47.9% | -27.7% | +2.6% |
| YTD | +87.3% | +64.3% | +23.0% | +52.9% |
| 1Y | +119.6% | +95.7% | +23.9% | +65.7% |
| 3Y | +453.7% | +231.5% | +222.2% | +217.7% |
| 5Y | +376.1% | +255.0% | +121.1% | +144.4% |
| All | +376.1% | +251.3% | +124.8% | +144.4% |
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 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