+216.0%
SOXL vs GTLB
-50.8%
+266.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +3.1% |
| 7D | +18.4% | -6.6% | +24.9% | +22.7% |
| 30D | -3.2% | +13.7% | -16.9% | -11.5% |
| 3M | -37.6% | +52.9% | -90.5% | -53.9% |
| 6M | +136.1% | +88.5% | +47.6% | +43.0% |
| YTD | +199.5% | +23.4% | +176.0% | +128.8% |
| 1Y | +363.2% | -3.8% | +367.1% | +311.1% |
| 3Y | +496.5% | -11.5% | +508.0% | +455.4% |
| All | +216.0% | -50.8% | +266.9% | +229.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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