+494.8%
SOXL vs GLDM
+225.0%
+269.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +1.9% | +20.4% | +20.4% |
| 7D | -17.6% | +5.0% | -22.5% | -22.1% |
| 30D | -59.8% | -1.3% | -58.5% | -58.9% |
| 3M | -59.9% | -4.7% | -55.2% | -57.5% |
| 6M | -68.2% | -12.4% | -55.8% | -62.9% |
| YTD | +33.8% | -4.1% | +37.9% | +48.9% |
| 1Y | +34.7% | +3.3% | +31.4% | +42.2% |
| 3Y | +211.0% | +110.9% | +100.1% | +88.1% |
| 5Y | -8.6% | +124.8% | -133.4% | -49.8% |
| All | +494.8% | +225.0% | +269.8% | +309.1% |
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