+357.4%
SOXL vs GFS
+37.2%
+320.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.5% | +8.3% | +7.5% |
| 7D | +5.3% | +1.0% | +4.3% | +4.0% |
| 30D | -11.2% | -8.6% | -2.6% | +2.3% |
| 3M | -55.4% | -46.5% | -8.8% | +37.0% |
| 6M | +107.1% | -4.8% | +112.0% | +227.3% |
| YTD | +179.0% | +29.7% | +149.4% | +190.4% |
| 1Y | +357.4% | +35.8% | +321.5% | +400.2% |
| All | +357.4% | +37.2% | +320.2% | +400.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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