-52.1%
GPN vs SOXQ
+286.7%
-338.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.8% |
| 7D | -4.6% | +0.8% | -5.4% | -4.9% |
| 30D | -0.3% | -4.6% | +4.3% | +1.0% |
| 3M | +35.4% | -10.2% | +45.6% | +37.4% |
| 6M | +21.7% | +49.7% | -28.0% | 0.0% |
| YTD | +14.9% | +67.2% | -52.4% | -10.2% |
| 1Y | +3.2% | +98.0% | -94.8% | -25.5% |
| 3Y | -27.1% | +237.2% | -264.3% | -61.3% |
| 5Y | -44.4% | +261.3% | -305.7% | -73.1% |
| All | -52.1% | +286.7% | -338.8% | -76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling