-100.0%
SOXS vs GGLL
+309.0%
-409.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -5.9% |
| 7D | -16.6% | -3.9% | -12.7% | -19.7% |
| 30D | -4.4% | -15.4% | +11.0% | -18.5% |
| 3M | -26.2% | -21.9% | -4.3% | -39.9% |
| 6M | -99.3% | +4.5% | -103.8% | -98.7% |
| YTD | -99.5% | -2.4% | -97.1% | -99.2% |
| 1Y | -99.8% | +57.8% | -157.6% | -99.3% |
| 3Y | -100.0% | +227.2% | -327.2% | -99.8% |
| All | -100.0% | +309.0% | -409.0% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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