+829.0%
SOXL vs GGLL
+328.7%
+500.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.3% | +12.2% | +11.9% |
| 7D | +5.3% | -4.8% | +10.1% | +9.5% |
| 30D | -11.2% | -13.7% | +2.5% | -1.2% |
| 3M | -55.4% | -21.9% | -33.5% | -48.6% |
| 6M | +107.1% | +11.7% | +95.5% | +63.3% |
| YTD | +179.0% | +2.3% | +176.8% | +135.3% |
| 1Y | +357.4% | +76.2% | +281.2% | +124.6% |
| 3Y | +397.5% | +245.0% | +152.5% | +9.7% |
| All | +829.0% | +328.7% | +500.3% | +58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling