+55.9%
SOXL vs GFI
+6.9%
+49.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +6.3% | -15.1% | -14.2% |
| 7D | -37.9% | +1.4% | -39.3% | -38.7% |
| 30D | -59.4% | +3.0% | -62.4% | -60.3% |
| 3M | -52.3% | +10.2% | -62.5% | -57.8% |
| 6M | -47.7% | -10.1% | -37.6% | -42.7% |
| YTD | +58.8% | -11.4% | +70.2% | +67.9% |
| 1Y | +55.9% | +8.4% | +47.5% | +26.3% |
| All | +55.9% | +6.9% | +49.0% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling