+363.2%
SOXL vs GGLL
+64.8%
+298.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.5% | +6.6% | +4.8% |
| 7D | +18.4% | -3.9% | +22.3% | +20.7% |
| 30D | -3.2% | -15.4% | +12.2% | +5.7% |
| 3M | -37.6% | -21.9% | -15.7% | -29.9% |
| 6M | +136.1% | +4.5% | +131.6% | +91.7% |
| YTD | +199.5% | -2.4% | +201.9% | +153.6% |
| 1Y | +363.2% | +57.8% | +305.4% | +132.9% |
| All | +363.2% | +64.8% | +298.4% | +132.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling