+162.3%
SOXL vs GME
-56.3%
+218.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.7% | +1.5% | +4.2% |
| 7D | +3.9% | +10.4% | -6.5% | +0.9% |
| 30D | -14.3% | +14.1% | -28.4% | -17.4% |
| 3M | -45.6% | -4.6% | -41.0% | -45.2% |
| 6M | +117.2% | -13.5% | +130.7% | +125.2% |
| YTD | +189.8% | +5.3% | +184.5% | +183.3% |
| 1Y | +317.7% | -14.9% | +332.6% | +335.0% |
| 3Y | +478.6% | +24.3% | +454.4% | +228.4% |
| All | +162.3% | -56.3% | +218.6% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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