+355.3%
SOXL vs GLDM
+20.2%
+335.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.7% | +6.8% | +7.5% |
| 7D | +16.4% | +0.7% | +15.6% | +14.6% |
| 30D | -12.1% | +0.3% | -12.4% | -13.0% |
| 3M | -41.7% | +0.7% | -42.4% | -41.9% |
| 6M | +157.4% | -15.4% | +172.8% | +215.6% |
| YTD | +193.3% | +1.0% | +192.3% | +219.5% |
| 1Y | +355.3% | +19.7% | +335.6% | +327.9% |
| All | +355.3% | +20.2% | +335.2% | +327.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling