+20,415.5%
SOXL vs GSK
+192.7%
+20,222.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.7% | +7.8% | +8.4% |
| 7D | +16.4% | -4.2% | +20.6% | +22.0% |
| 30D | -12.1% | -7.5% | -4.6% | -5.2% |
| 3M | -41.7% | -3.3% | -38.4% | -43.6% |
| 6M | +157.4% | -9.3% | +166.7% | +165.4% |
| YTD | +193.3% | +1.6% | +191.7% | +151.7% |
| 1Y | +355.3% | +25.5% | +329.8% | +183.4% |
| 3Y | +484.2% | +49.3% | +434.9% | +136.9% |
| 5Y | +182.7% | +46.7% | +136.0% | +5.5% |
| 10Y | +4,692.2% | +76.8% | +4,615.4% | +1,376.2% |
| All | +20,415.5% | +192.7% | +20,222.7% | +2,057.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling