-68.3%
SOXL vs GLD
-17.4%
-50.9%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.2% | -11.2% | -11.3% |
| 7D | +26.9% | -4.6% | +31.4% | +40.3% |
| 30D | -47.2% | -5.5% | -41.8% | -39.7% |
| 3M | -59.9% | -10.9% | -48.9% | -47.5% |
| 6M | -68.3% | -17.4% | -50.9% | -27.0% |
| All | -68.3% | -17.4% | -50.9% | -27.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling