+317.7%
SOXL vs GWRE
-44.7%
+362.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.6% | +4.6% | +5.5% |
| 7D | +3.9% | -13.2% | +17.1% | -2.3% |
| 30D | -14.3% | -18.6% | +4.3% | -19.9% |
| 3M | -45.6% | +18.9% | -64.5% | -39.5% |
| 6M | +117.2% | -11.0% | +128.1% | +148.7% |
| YTD | +189.8% | -29.9% | +219.7% | +281.1% |
| 1Y | +317.7% | -44.3% | +362.1% | +615.2% |
| All | +317.7% | -44.7% | +362.4% | +615.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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