+446.4%
SOXL vs GD
+74.3%
+372.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.8% | +11.6% | +11.3% |
| 7D | +5.3% | -5.3% | +10.6% | +9.9% |
| 30D | -11.2% | -6.4% | -4.8% | -6.7% |
| 3M | -55.4% | +5.7% | -61.1% | -59.2% |
| 6M | +107.1% | -0.9% | +108.1% | +102.3% |
| YTD | +179.0% | +8.2% | +170.9% | +142.1% |
| 1Y | +357.4% | +13.4% | +343.9% | +280.0% |
| All | +446.4% | +74.3% | +372.1% | +277.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling