+20,174.1%
SOXL vs GFI
+517.7%
+19,656.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.3% | +6.5% | +5.5% |
| 7D | +3.9% | -4.9% | +8.7% | +5.0% |
| 30D | -14.3% | +10.7% | -25.0% | -16.3% |
| 3M | -45.6% | +25.6% | -71.2% | -48.3% |
| 6M | +117.2% | -8.3% | +125.4% | +122.4% |
| YTD | +189.8% | +6.3% | +183.5% | +190.3% |
| 1Y | +317.7% | +22.1% | +295.7% | +308.7% |
| 3Y | +478.6% | +289.2% | +189.4% | +352.3% |
| 5Y | +169.5% | +531.7% | -362.2% | +90.5% |
| 10Y | +5,222.1% | +1,043.8% | +4,178.3% | +3,360.5% |
| All | +20,174.1% | +517.7% | +19,656.4% | +14,231.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling