+478.6%
SOXL vs GFS
-19.7%
+498.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.2% | +3.1% | +1.8% |
| 7D | +3.9% | +3.8% | 0.0% | -2.2% |
| 30D | -14.3% | -11.7% | -2.6% | +5.5% |
| 3M | -45.6% | -41.8% | -3.8% | +48.0% |
| 6M | +117.2% | +6.6% | +110.5% | +155.3% |
| YTD | +189.8% | +34.6% | +155.2% | +123.6% |
| 1Y | +317.7% | +46.2% | +271.6% | +186.7% |
| 3Y | +478.6% | -20.3% | +499.0% | +1,138.2% |
| All | +478.6% | -19.7% | +498.4% | +1,138.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling