+2,202.2%
SOXL vs GLD
+205.6%
+1,996.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.1% | +1.9% |
| 7D | +60.3% | -5.5% | +65.8% | +68.8% |
| 30D | -48.6% | -7.0% | -41.6% | -44.7% |
| 3M | -53.9% | -12.4% | -41.5% | -47.4% |
| 6M | -62.0% | -18.0% | -44.0% | -53.3% |
| YTD | +56.0% | -10.5% | +66.5% | +84.1% |
| 1Y | +50.0% | -8.1% | +58.1% | +73.8% |
| 3Y | +223.8% | +97.7% | +126.1% | +123.3% |
| 5Y | +6.7% | +103.4% | -96.7% | -30.8% |
| All | +2,202.2% | +205.6% | +1,996.5% | +1,851.6% |
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