+50.0%
SOXL vs GLD
-6.6%
+56.6%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.1% | +3.7% |
| 7D | +60.3% | -5.5% | +65.8% | +74.8% |
| 30D | -48.6% | -7.0% | -41.6% | -41.9% |
| 3M | -53.9% | -12.4% | -41.5% | -42.7% |
| 6M | -62.0% | -18.0% | -44.0% | -47.2% |
| YTD | +56.0% | -10.5% | +66.5% | +114.7% |
| 1Y | +50.0% | -8.1% | +58.1% | +84.6% |
| All | +50.0% | -6.6% | +56.6% | +84.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling