+162.3%
SOXL vs GFI
+524.1%
-361.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.3% | +6.5% | +5.7% |
| 7D | +3.9% | -4.9% | +8.7% | +6.0% |
| 30D | -14.3% | +10.7% | -25.0% | -17.9% |
| 3M | -45.6% | +25.6% | -71.2% | -50.7% |
| 6M | +117.2% | -8.3% | +125.4% | +124.2% |
| YTD | +189.8% | +6.3% | +183.5% | +188.6% |
| 1Y | +317.7% | +22.1% | +295.7% | +300.2% |
| 3Y | +478.6% | +289.2% | +189.4% | +277.0% |
| All | +162.3% | +524.1% | -361.8% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling