-4.8%
SOXL vs GLDM
+107.1%
-111.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.1% | -11.1% | -11.1% |
| 7D | +26.9% | -4.6% | +31.5% | +33.7% |
| 30D | -47.2% | -5.5% | -41.8% | -43.6% |
| 3M | -59.9% | -10.9% | -49.0% | -53.9% |
| 6M | -68.3% | -17.3% | -51.0% | -59.9% |
| YTD | +38.8% | -10.2% | +49.0% | +68.1% |
| 1Y | +48.8% | -6.9% | +55.7% | +74.9% |
| 3Y | +196.5% | +98.7% | +97.8% | +75.7% |
| All | -4.8% | +107.1% | -111.9% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling