-100.0%
SOXS vs GLD
+213.8%
-313.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.7% | +9.8% | +6.6% |
| 7D | -9.4% | -3.4% | -6.0% | -12.1% |
| 30D | +6.2% | -1.1% | +7.3% | +5.5% |
| 3M | -28.0% | +5.8% | -33.8% | -22.1% |
| 6M | -99.2% | -17.1% | -82.1% | -99.2% |
| YTD | -99.5% | 0.0% | -99.5% | -99.4% |
| 1Y | -99.7% | +18.2% | -118.0% | -99.7% |
| 3Y | -100.0% | +122.6% | -222.6% | -100.0% |
| 5Y | -100.0% | +137.1% | -237.1% | -100.0% |
| All | -100.0% | +213.8% | -313.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLD.
Daily Out/Under-Performance
Portfolio return minus GLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLD 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 GLD 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