+162.3%
SOXL vs GIS
-25.1%
+187.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.5% | +5.0% |
| 7D | +3.9% | -6.4% | +10.2% | -2.3% |
| 30D | -14.3% | -6.1% | -8.2% | -18.3% |
| 3M | -45.6% | +7.8% | -53.5% | -38.7% |
| 6M | +117.2% | -8.8% | +126.0% | +126.9% |
| YTD | +189.8% | -19.1% | +209.0% | +187.0% |
| 1Y | +317.7% | -24.8% | +342.5% | +306.3% |
| 3Y | +478.6% | -37.6% | +516.2% | +427.7% |
| All | +162.3% | -25.1% | +187.4% | +128.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling