+156.4%
SOXL vs GLDM
+104.2%
+52.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | -0.8% | +13.3% | +13.4% |
| 7D | -40.3% | +4.7% | -45.0% | -44.6% |
| 30D | -71.1% | -0.9% | -70.2% | -70.6% |
| 3M | -65.2% | -4.3% | -60.9% | -63.0% |
| 6M | -72.3% | -13.4% | -58.9% | -66.4% |
| YTD | +9.4% | -5.8% | +15.3% | +28.0% |
| 1Y | +7.0% | +2.1% | +4.9% | +17.7% |
| 3Y | +156.4% | +105.0% | +51.4% | +43.6% |
| All | +156.4% | +104.2% | +52.2% | +43.6% |
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