+113.9%
SOXX vs GD
+13.1%
+100.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +3.6% |
| 7D | +2.2% | -5.3% | +7.5% | +2.6% |
| 30D | -2.0% | -6.4% | +4.4% | -1.7% |
| 3M | -13.7% | +5.7% | -19.4% | -14.8% |
| 6M | +52.4% | -0.9% | +53.3% | +54.0% |
| YTD | +72.8% | +8.2% | +64.7% | +65.7% |
| 1Y | +113.9% | +13.4% | +100.5% | +108.4% |
| All | +113.9% | +13.1% | +100.8% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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