+4,921.3%
SOXL vs GRMN
+677.8%
+4,243.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.2% | +1.0% | -1.7% |
| 7D | +3.9% | +2.4% | +1.4% | -0.3% |
| 30D | -14.3% | -8.5% | -5.9% | -0.1% |
| 3M | -45.6% | +19.5% | -65.1% | -66.1% |
| 6M | +117.2% | +21.2% | +96.0% | +40.5% |
| YTD | +189.8% | +41.0% | +148.8% | +39.2% |
| 1Y | +317.7% | +19.6% | +298.2% | +167.5% |
| 3Y | +478.6% | +183.8% | +294.8% | -48.9% |
| 5Y | +169.5% | +83.0% | +86.5% | -24.9% |
| All | +4,921.3% | +677.8% | +4,243.5% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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