-100.0%
SOXS vs GLDM
+219.1%
-319.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -0.8% | -11.8% | -13.4% |
| 7D | +36.2% | +4.7% | +31.6% | +41.5% |
| 30D | +131.5% | -0.9% | +132.3% | +130.8% |
| 3M | +60.5% | -4.3% | +64.8% | +56.6% |
| 6M | -25.9% | -13.4% | -12.5% | -30.5% |
| YTD | -88.3% | -5.8% | -82.5% | -87.8% |
| 1Y | -89.6% | +2.1% | -91.7% | -88.4% |
| 3Y | -99.6% | +105.0% | -204.7% | -99.2% |
| 5Y | -99.9% | +122.5% | -222.4% | -99.8% |
| All | -100.0% | +219.1% | -319.1% | -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