+4,921.3%
SOXL vs GWW
+570.2%
+4,351.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.6% | +4.3% |
| 7D | +3.9% | -3.4% | +7.2% | +8.5% |
| 30D | -14.3% | -1.9% | -12.4% | -12.5% |
| 3M | -45.6% | -2.4% | -43.2% | -44.5% |
| 6M | +117.2% | +15.7% | +101.5% | +76.2% |
| YTD | +189.8% | +27.6% | +162.2% | +103.2% |
| 1Y | +317.7% | +27.2% | +290.6% | +194.3% |
| 3Y | +478.6% | +89.7% | +389.0% | +159.0% |
| 5Y | +169.5% | +223.9% | -54.4% | -32.9% |
| All | +4,921.3% | +570.2% | +4,351.1% | +952.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling