+35.7%
SOXS vs GLD
-7.4%
+43.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.2% | +10.9% | +11.3% |
| 7D | -28.4% | -4.6% | -23.8% | -33.4% |
| 30D | +19.4% | -5.5% | +24.9% | +9.8% |
| All | +35.7% | -7.4% | +43.1% | +21.4% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling