+4,671.5%
SOXL vs GLD
+213.8%
+4,457.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.7% | -6.3% | -6.5% |
| 7D | +8.5% | -3.4% | +11.8% | +11.7% |
| 30D | -13.0% | -1.1% | -11.8% | -12.1% |
| 3M | -35.9% | +5.8% | -41.7% | -38.2% |
| 6M | +112.1% | -17.1% | +129.1% | +150.4% |
| YTD | +175.4% | 0.0% | +175.4% | +190.7% |
| 1Y | +304.9% | +18.2% | +286.6% | +285.5% |
| 3Y | +448.6% | +122.6% | +326.0% | +245.1% |
| 5Y | +156.1% | +137.1% | +19.0% | +50.3% |
| All | +4,671.5% | +213.8% | +4,457.7% | +3,278.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLD.
Daily Out/Under-Performance
Portfolio return minus GLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLD 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 GLD 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