+177.0%
SOXL vs GLD
+104.6%
+72.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.4% | +3.1% |
| 7D | -23.3% | +2.8% | -26.1% | -26.8% |
| 30D | -59.9% | -4.0% | -55.9% | -57.4% |
| 3M | -56.8% | -8.2% | -48.6% | -51.4% |
| 6M | -68.3% | -14.8% | -53.4% | -60.5% |
| YTD | +33.5% | -6.8% | +40.3% | +58.5% |
| 1Y | +24.8% | -2.4% | +27.2% | +42.3% |
| 3Y | +177.0% | +105.8% | +71.2% | +42.5% |
| All | +177.0% | +104.6% | +72.4% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling