+484.2%
SOXL vs GGLL
+247.9%
+236.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.2% |
| 7D | +16.4% | +1.9% | +14.5% | +14.4% |
| 30D | -12.1% | -9.7% | -2.4% | -6.4% |
| 3M | -41.7% | -18.0% | -23.7% | -36.3% |
| 6M | +157.4% | +15.3% | +142.1% | +100.2% |
| YTD | +193.3% | +2.2% | +191.1% | +150.9% |
| 1Y | +355.3% | +73.1% | +282.3% | +139.1% |
| 3Y | +484.2% | +242.7% | +241.5% | +53.8% |
| All | +484.2% | +247.9% | +236.2% | +53.8% |
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