+2,054.9%
SOXL vs GD
+180.8%
+1,874.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -2.5% |
| 7D | -23.3% | -1.9% | -21.4% | -19.1% |
| 30D | -59.9% | +10.9% | -70.8% | -65.7% |
| 3M | -56.8% | -6.8% | -50.1% | -53.0% |
| 6M | -68.3% | +7.0% | -75.3% | -73.8% |
| YTD | +33.5% | +11.1% | +22.4% | +0.2% |
| 1Y | +24.8% | +7.0% | +17.7% | +0.2% |
| 3Y | +177.0% | +59.9% | +117.1% | +13.7% |
| 5Y | -0.2% | +102.5% | -102.7% | -72.1% |
| 10Y | +2,054.9% | +174.0% | +1,880.9% | +477.5% |
| All | +2,054.9% | +180.8% | +1,874.1% | +477.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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