+1,209.8%
SOXX vs GD
+165.7%
+1,044.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | +9.4% | +2.7% | +6.7% | +8.0% |
| 30D | -13.8% | +8.6% | -22.4% | -17.4% |
| 3M | -18.6% | -7.1% | -11.6% | -15.8% |
| 6M | -15.1% | +7.5% | -22.6% | -19.3% |
| YTD | +49.0% | +9.9% | +39.1% | +38.5% |
| 1Y | +55.3% | +7.6% | +47.7% | +46.1% |
| 3Y | +179.0% | +56.2% | +122.8% | +109.2% |
| 5Y | +166.5% | +100.6% | +65.9% | +69.6% |
| All | +1,209.8% | +165.7% | +1,044.1% | +629.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling