-99.9%
SOXS vs GGLL
+194.0%
-294.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | -0.1% |
| 7D | +3.2% | +5.1% | -1.9% | +9.3% |
| 30D | +61.0% | -35.5% | +96.5% | +17.5% |
| 3M | +24.0% | -39.2% | +63.1% | -14.6% |
| 6M | -35.9% | -54.4% | +18.4% | -65.9% |
| YTD | -90.9% | -29.8% | -61.0% | -91.6% |
| 1Y | -91.5% | -20.4% | -71.1% | -90.7% |
| 3Y | -99.7% | +149.7% | -249.4% | -97.5% |
| All | -99.9% | +194.0% | -294.0% | -99.1% |
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