+1,140.5%
SOXL vs GLDM
+248.1%
+892.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.9% | +10.8% | +10.7% |
| 7D | +5.3% | -0.5% | +5.9% | +5.8% |
| 30D | -11.2% | +4.4% | -15.6% | -14.8% |
| 3M | -55.4% | -1.1% | -54.3% | -53.9% |
| 6M | +107.1% | -13.7% | +120.8% | +139.8% |
| YTD | +179.0% | +2.8% | +176.3% | +187.0% |
| 1Y | +357.4% | +24.8% | +332.5% | +309.5% |
| 3Y | +397.5% | +127.8% | +269.7% | +175.3% |
| 5Y | +155.9% | +141.1% | +14.7% | +29.6% |
| All | +1,140.5% | +248.1% | +892.3% | +688.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling