+478.6%
SOXL vs GH
+363.0%
+115.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.0% | +6.3% | +5.7% |
| 7D | +3.9% | -2.5% | +6.4% | +5.2% |
| 30D | -14.3% | -4.7% | -9.6% | -12.3% |
| 3M | -45.6% | +20.2% | -65.8% | -50.9% |
| 6M | +117.2% | +78.8% | +38.4% | +62.6% |
| YTD | +189.8% | +54.1% | +135.8% | +131.8% |
| 1Y | +317.7% | +177.1% | +140.7% | +143.9% |
| 3Y | +478.6% | +371.6% | +107.0% | +178.9% |
| All | +478.6% | +363.0% | +115.6% | +178.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling