-4.8%
SOXL vs GPC
+4.3%
-9.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.4% | -11.4% | -11.4% |
| 7D | +26.9% | +0.4% | +26.4% | +26.6% |
| 30D | -47.2% | -6.3% | -40.9% | -44.4% |
| 3M | -59.9% | -8.2% | -51.7% | -57.4% |
| 6M | -68.3% | +27.1% | -95.4% | -78.9% |
| YTD | +38.8% | +3.1% | +35.7% | +12.1% |
| 1Y | +48.8% | +0.1% | +48.7% | +24.9% |
| 3Y | +196.5% | +0.2% | +196.3% | +97.8% |
| All | -4.8% | +4.3% | -9.2% | -48.3% |
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