+357.4%
SOXL vs GSK
+31.2%
+326.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.9% | +11.8% | +9.1% |
| 7D | +5.3% | -1.8% | +7.2% | +4.7% |
| 30D | -11.2% | -2.2% | -9.0% | -11.5% |
| 3M | -55.4% | -1.8% | -53.5% | -55.4% |
| 6M | +107.1% | -10.6% | +117.7% | +110.1% |
| YTD | +179.0% | +4.4% | +174.6% | +188.2% |
| 1Y | +357.4% | +30.4% | +327.0% | +368.3% |
| All | +357.4% | +31.2% | +326.1% | +368.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling