+357.4%
SOXL vs GIS
-18.7%
+376.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.5% | +12.3% | +5.0% |
| 7D | +5.3% | -7.8% | +13.2% | -10.1% |
| 30D | -11.2% | +6.6% | -17.8% | +2.6% |
| 3M | -55.4% | +21.0% | -76.3% | -26.5% |
| 6M | +107.1% | -9.1% | +116.2% | +128.9% |
| YTD | +179.0% | -13.6% | +192.7% | +191.6% |
| 1Y | +357.4% | -18.0% | +375.4% | +346.9% |
| All | +357.4% | -18.7% | +376.0% | +346.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 1y: compounded portfolio wealth divided by compounded GIS 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…
1y analysis · Full analysis span regression · 6 months rolling