+196.5%
SOXL vs GLDM
+99.9%
+96.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.1% | -11.1% | -11.2% |
| 7D | +26.9% | -4.6% | +31.5% | +34.3% |
| 30D | -47.2% | -5.5% | -41.8% | -43.3% |
| 3M | -59.9% | -10.9% | -49.0% | -53.4% |
| 6M | -68.3% | -17.3% | -51.0% | -59.3% |
| YTD | +38.8% | -10.2% | +49.0% | +71.8% |
| 1Y | +48.8% | -6.9% | +55.7% | +78.4% |
| 3Y | +196.5% | +98.7% | +97.8% | +58.9% |
| All | +196.5% | +99.9% | +96.6% | +58.9% |
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 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