+4,921.3%
SOXL vs GLW
+863.8%
+4,057.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.0% | +3.2% | +1.7% |
| 7D | +3.9% | +7.8% | -4.0% | -9.5% |
| 30D | -14.3% | -0.4% | -13.9% | -14.3% |
| 3M | -45.6% | -5.6% | -40.0% | -38.9% |
| 6M | +117.2% | +26.7% | +90.5% | +44.1% |
| YTD | +189.8% | +91.0% | +98.8% | -23.9% |
| 1Y | +317.7% | +122.4% | +195.3% | -15.4% |
| 3Y | +478.6% | +471.0% | +7.6% | -79.1% |
| 5Y | +169.5% | +385.6% | -216.1% | -82.4% |
| All | +4,921.3% | +863.8% | +4,057.4% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 10y: compounded portfolio wealth divided by compounded GLW 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…
10y analysis · Full analysis span regression · 6 months rolling