-100.0%
SOXS vs GSK
+47.2%
-147.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.0% | +9.1% | +8.0% |
| 7D | -9.4% | -5.4% | -4.0% | -9.8% |
| 30D | +6.2% | -4.6% | +10.8% | +5.7% |
| 3M | -28.0% | -5.1% | -22.9% | -28.3% |
| 6M | -99.2% | -11.4% | -87.8% | -99.2% |
| YTD | -99.5% | +0.7% | -100.2% | -99.5% |
| 1Y | -99.7% | +23.0% | -122.8% | -99.7% |
| All | -100.0% | +47.2% | -147.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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