+423.4%
SOXL vs GGLL
+206.6%
+216.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | +4.3% | +13.5% | +14.1% |
| 7D | -1.0% | +2.9% | -3.9% | -0.4% |
| 30D | -48.6% | -33.1% | -15.4% | -27.7% |
| 3M | -50.3% | -31.2% | -19.1% | -34.1% |
| 6M | -65.3% | -49.4% | -16.0% | -44.4% |
| YTD | +57.2% | -26.8% | +84.0% | +72.4% |
| 1Y | +58.0% | -17.7% | +75.7% | +53.6% |
| 3Y | +226.2% | +160.4% | +65.8% | -12.0% |
| All | +423.4% | +206.6% | +216.7% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling