+817.0%
SOXL vs GGLL
+313.5%
+503.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +1.1% | -9.1% | -9.0% |
| 7D | +8.5% | -5.8% | +14.2% | +13.6% |
| 30D | -13.0% | -7.2% | -5.8% | -8.7% |
| 3M | -35.9% | -17.5% | -18.4% | -30.8% |
| 6M | +112.1% | +5.1% | +107.0% | +75.2% |
| YTD | +175.4% | -1.3% | +176.8% | +138.8% |
| 1Y | +304.9% | +60.2% | +244.7% | +117.2% |
| 3Y | +448.6% | +230.8% | +217.7% | +25.4% |
| All | +817.0% | +313.5% | +503.4% | +61.2% |
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