+162.3%
SOXL vs GSK
+47.2%
+115.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | +3.9% | -3.5% | +7.4% | +5.1% |
| 30D | -14.3% | -3.4% | -10.9% | -13.7% |
| 3M | -45.6% | -8.1% | -37.5% | -45.1% |
| 6M | +117.2% | -11.1% | +128.3% | +122.7% |
| YTD | +189.8% | +0.7% | +189.1% | +177.5% |
| 1Y | +317.7% | +20.1% | +297.6% | +261.0% |
| 3Y | +478.6% | +46.1% | +432.5% | +327.4% |
| All | +162.3% | +47.2% | +115.1% | +78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling