+484.2%
SOXL vs GLD
+124.1%
+360.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.7% | +6.8% | +7.0% |
| 7D | +16.4% | +0.7% | +15.6% | +15.1% |
| 30D | -12.1% | +0.3% | -12.4% | -12.7% |
| 3M | -41.7% | +0.6% | -42.3% | -41.6% |
| 6M | +157.4% | -15.6% | +173.0% | +205.7% |
| YTD | +193.3% | +0.9% | +192.4% | +212.9% |
| 1Y | +355.3% | +19.4% | +336.0% | +335.3% |
| 3Y | +484.2% | +124.5% | +359.7% | +313.1% |
| All | +484.2% | +124.1% | +360.0% | +313.1% |
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