+1,187.7%
SOXL vs GH
+467.1%
+720.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.0% | +6.3% | +5.9% |
| 7D | +3.9% | -2.5% | +6.4% | +5.5% |
| 30D | -14.3% | -4.7% | -9.6% | -11.9% |
| 3M | -45.6% | +20.2% | -65.8% | -52.4% |
| 6M | +117.2% | +78.8% | +38.4% | +49.7% |
| YTD | +189.8% | +54.1% | +135.8% | +117.0% |
| 1Y | +317.7% | +177.1% | +140.7% | +108.2% |
| 3Y | +478.6% | +371.6% | +107.0% | +83.9% |
| 5Y | +169.5% | +21.9% | +147.6% | +82.1% |
| All | +1,187.7% | +467.1% | +720.6% | +349.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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