+478.6%
SOXL vs GWRE
+50.1%
+428.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.6% | +4.6% | +5.1% |
| 7D | +3.9% | -13.2% | +17.1% | +6.3% |
| 30D | -14.3% | -18.6% | +4.3% | -13.0% |
| 3M | -45.6% | +18.9% | -64.5% | -54.3% |
| 6M | +117.2% | -11.0% | +128.1% | +106.5% |
| YTD | +189.8% | -29.9% | +219.7% | +225.6% |
| 1Y | +317.7% | -44.3% | +362.1% | +481.6% |
| 3Y | +478.6% | +51.7% | +427.0% | +141.2% |
| All | +478.6% | +50.1% | +428.5% | +141.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling