+446.4%
SOXL vs GLDM
+130.1%
+316.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.9% | +10.8% | +10.9% |
| 7D | +5.3% | -0.5% | +5.9% | +5.9% |
| 30D | -11.2% | +4.4% | -15.6% | -15.4% |
| 3M | -55.4% | -1.1% | -54.3% | -54.0% |
| 6M | +107.1% | -13.7% | +120.8% | +139.5% |
| YTD | +179.0% | +2.8% | +176.3% | +192.3% |
| 1Y | +357.4% | +24.8% | +332.5% | +325.5% |
| All | +446.4% | +130.1% | +316.2% | +267.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling