+158.5%
SOXL vs GD
+97.9%
+60.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.8% | +11.6% | +11.9% |
| 7D | +5.3% | -5.3% | +10.6% | +11.9% |
| 30D | -11.2% | -6.4% | -4.8% | -4.7% |
| 3M | -55.4% | +5.7% | -61.1% | -60.4% |
| 6M | +107.1% | -0.9% | +108.1% | +98.0% |
| YTD | +179.0% | +8.2% | +170.9% | +131.1% |
| 1Y | +357.4% | +13.4% | +343.9% | +258.0% |
| 3Y | +397.5% | +68.5% | +329.0% | +111.2% |
| All | +158.5% | +97.9% | +60.5% | -4.3% |
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