-93.5%
SOXS vs GLDM
-3.6%
-89.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -1.2% | -17.0% | -20.0% |
| 7D | -22.3% | -2.0% | -20.4% | -24.9% |
| 30D | +21.9% | -4.4% | +26.3% | +14.6% |
| 3M | +4.2% | -8.8% | +13.1% | -7.7% |
| 6M | -43.4% | -15.9% | -27.5% | -51.1% |
| YTD | -92.5% | -7.7% | -84.8% | -92.8% |
| 1Y | -93.5% | -3.6% | -89.9% | -92.5% |
| All | -93.5% | -3.6% | -89.8% | -92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 1y: compounded portfolio wealth divided by compounded GLDM 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…
1y analysis · Full analysis span regression · 6 months rolling