-100.0%
SOXS vs GGLL
+328.4%
-428.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.9% |
| 7D | -15.6% | +1.9% | -17.5% | -14.4% |
| 30D | +4.8% | -9.7% | +14.5% | -5.4% |
| 3M | -21.6% | -18.0% | -3.6% | -33.3% |
| 6M | -99.3% | +15.3% | -114.6% | -98.7% |
| YTD | -99.5% | +2.2% | -101.7% | -99.1% |
| 1Y | -99.8% | +73.1% | -172.9% | -99.3% |
| 3Y | -100.0% | +242.7% | -342.7% | -99.8% |
| All | -100.0% | +328.4% | -428.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling