+478.6%
SOXL vs GPN
-27.4%
+506.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | +3.9% | -4.3% | +8.2% | +7.0% |
| 30D | -14.3% | 0.0% | -14.3% | -15.2% |
| 3M | -45.6% | +35.8% | -81.4% | -61.4% |
| 6M | +117.2% | +22.0% | +95.2% | +68.1% |
| YTD | +189.8% | +15.2% | +174.6% | +129.1% |
| 1Y | +317.7% | +3.5% | +314.3% | +268.5% |
| 3Y | +478.6% | -26.9% | +505.6% | +716.5% |
| All | +478.6% | -27.4% | +506.0% | +716.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 3y: compounded portfolio wealth divided by compounded GPN 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…
3y analysis · Full analysis span regression · 6 months rolling