+105.1%
SOXX vs GD
+12.4%
+92.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.2% | -2.8% |
| 7D | +3.0% | -3.2% | +6.2% | +3.2% |
| 30D | -3.1% | -9.6% | +6.5% | -2.5% |
| 3M | -4.4% | +4.3% | -8.7% | -5.5% |
| 6M | +52.9% | +0.5% | +52.4% | +53.1% |
| YTD | +72.0% | +6.6% | +65.4% | +65.0% |
| 1Y | +105.1% | +11.6% | +93.5% | +95.8% |
| All | +105.1% | +12.4% | +92.7% | +95.8% |
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