-99.7%
SOXS vs GLDM
+99.6%
-199.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | -2.6% |
| 7D | -43.7% | -5.5% | -38.2% | -47.4% |
| 30D | +22.2% | -7.0% | +29.2% | +12.9% |
| 3M | +13.0% | -12.3% | +25.3% | -1.6% |
| 6M | -47.7% | -17.9% | -29.8% | -54.6% |
| YTD | -92.5% | -10.3% | -82.2% | -92.7% |
| 1Y | -93.1% | -7.8% | -85.4% | -93.1% |
| All | -99.7% | +99.6% | -199.4% | -99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling