+941.4%
SOXL vs GEHC
+2.6%
+938.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.4% | -6.6% | -6.7% |
| 7D | +8.5% | -7.9% | +16.3% | +16.9% |
| 30D | -13.0% | -11.7% | -1.3% | -2.6% |
| 3M | -35.9% | +0.8% | -36.7% | -44.0% |
| 6M | +112.1% | -11.6% | +123.6% | +113.8% |
| YTD | +175.4% | -21.6% | +197.0% | +218.1% |
| 1Y | +304.9% | -15.3% | +320.2% | +324.7% |
| 3Y | +448.6% | -0.5% | +449.1% | +426.1% |
| All | +941.4% | +2.6% | +938.9% | +894.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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