-100.0%
SOXS vs GLDM
+248.1%
-348.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.9% | -9.3% | -11.1% |
| 7D | -7.0% | -0.5% | -6.5% | -7.4% |
| 30D | +2.8% | +4.4% | -1.6% | +7.6% |
| 3M | -9.8% | -1.1% | -8.8% | -6.1% |
| 6M | -99.2% | -13.7% | -85.5% | -99.2% |
| YTD | -99.5% | +2.8% | -102.3% | -99.4% |
| 1Y | -99.8% | +24.8% | -124.6% | -99.7% |
| 3Y | -100.0% | +127.8% | -227.8% | -100.0% |
| 5Y | -100.0% | +141.1% | -241.1% | -100.0% |
| All | -100.0% | +248.1% | -348.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling