-100.0%
SOXS vs GLD
+205.2%
-305.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -1.1% | -17.0% | -19.2% |
| 7D | -22.3% | -2.0% | -20.4% | -23.8% |
| 30D | +21.9% | -4.4% | +26.3% | +17.9% |
| 3M | +4.2% | -8.9% | +13.1% | -2.4% |
| 6M | -43.4% | -16.0% | -27.4% | -47.9% |
| YTD | -92.5% | -7.9% | -84.7% | -92.4% |
| 1Y | -93.5% | -3.9% | -89.6% | -93.1% |
| 3Y | -99.7% | +103.4% | -203.2% | -99.5% |
| 5Y | -99.9% | +109.7% | -209.7% | -99.9% |
| 10Y | -100.0% | +211.8% | -311.8% | -100.0% |
| All | -100.0% | +205.2% | -305.2% | -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