+4,921.3%
SOXL vs GILD
+163.6%
+4,757.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.8% | +6.0% | +5.9% |
| 7D | +3.9% | -4.8% | +8.7% | +8.1% |
| 30D | -14.3% | +5.8% | -20.1% | -19.3% |
| 3M | -45.6% | +14.9% | -60.5% | -54.7% |
| 6M | +117.2% | -0.4% | +117.5% | +107.4% |
| YTD | +189.8% | +18.5% | +171.3% | +134.7% |
| 1Y | +317.7% | +25.1% | +292.6% | +217.0% |
| 3Y | +478.6% | +105.9% | +372.7% | +144.0% |
| 5Y | +169.5% | +143.0% | +26.5% | -6.5% |
| All | +4,921.3% | +163.6% | +4,757.7% | +1,655.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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