+177.0%
SOXL vs GGLL
+157.4%
+19.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | +0.2% |
| 7D | -23.3% | +5.1% | -28.4% | -25.0% |
| 30D | -59.9% | -35.5% | -24.4% | -44.1% |
| 3M | -56.8% | -39.2% | -17.7% | -39.0% |
| 6M | -68.3% | -54.4% | -13.9% | -46.8% |
| YTD | +33.5% | -29.8% | +63.3% | +49.6% |
| 1Y | +24.8% | -20.4% | +45.2% | +24.1% |
| 3Y | +177.0% | +149.7% | +27.3% | +4.0% |
| All | +177.0% | +157.4% | +19.6% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling