+1,203.8%
SOXL vs GLDM
+242.2%
+961.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.7% | +6.8% | +6.7% |
| 7D | +16.4% | +0.7% | +15.6% | +15.3% |
| 30D | -12.1% | +0.3% | -12.4% | -12.6% |
| 3M | -41.7% | +0.7% | -42.4% | -41.5% |
| 6M | +157.4% | -15.4% | +172.8% | +203.9% |
| YTD | +193.3% | +1.0% | +192.3% | +206.3% |
| 1Y | +355.3% | +19.7% | +335.6% | +321.0% |
| 3Y | +484.2% | +126.5% | +357.6% | +225.4% |
| 5Y | +182.7% | +142.5% | +40.2% | +43.2% |
| All | +1,203.8% | +242.2% | +961.7% | +741.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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