-25.4%
SOXL vs GD
+94.5%
-119.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | -0.6% | +13.1% | +13.2% |
| 7D | -40.3% | -5.0% | -35.4% | -35.8% |
| 30D | -71.1% | +8.9% | -80.0% | -73.8% |
| 3M | -65.2% | -8.0% | -57.2% | -62.2% |
| 6M | -72.3% | +2.9% | -75.2% | -75.0% |
| YTD | +9.4% | +7.1% | +2.4% | -9.5% |
| 1Y | +7.0% | +5.9% | +1.0% | -9.6% |
| 3Y | +156.4% | +53.9% | +102.5% | +24.3% |
| All | -25.4% | +94.5% | -119.9% | -74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling