+478.6%
SOXL vs GFI
+296.4%
+182.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.0% | +4.3% | +4.8% |
| 7D | +3.9% | -2.7% | +6.6% | +5.2% |
| 30D | -14.3% | +13.2% | -27.6% | -19.1% |
| 3M | -45.6% | +28.5% | -74.1% | -51.9% |
| 6M | +117.2% | -6.2% | +123.4% | +120.6% |
| YTD | +189.8% | +8.7% | +181.1% | +186.3% |
| 1Y | +317.7% | +24.8% | +292.9% | +300.6% |
| 3Y | +478.6% | +298.0% | +180.6% | +324.0% |
| All | +478.6% | +296.4% | +182.2% | +324.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling