+156.1%
SOXL vs GPC
+29.3%
+126.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.8% | -7.2% | -7.2% |
| 7D | +8.5% | -1.8% | +10.2% | +10.3% |
| 30D | -13.0% | +0.1% | -13.0% | -13.6% |
| 3M | -35.9% | +37.4% | -73.3% | -59.7% |
| 6M | +112.1% | +25.4% | +86.6% | +48.7% |
| YTD | +175.4% | +12.2% | +163.2% | +108.3% |
| 1Y | +304.9% | -0.3% | +305.2% | +255.2% |
| 3Y | +448.6% | -1.6% | +450.2% | +314.9% |
| 5Y | +156.1% | +31.0% | +125.1% | +8.6% |
| All | +156.1% | +29.3% | +126.8% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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