+229.8%
SOXX vs GD
+72.5%
+157.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.0% |
| 7D | +6.1% | -3.1% | +9.2% | +7.0% |
| 30D | +0.5% | -10.9% | +11.4% | +3.6% |
| 3M | -5.3% | +2.5% | -7.8% | -6.6% |
| 6M | +58.3% | -1.7% | +60.0% | +58.4% |
| YTD | +76.8% | +6.1% | +70.7% | +70.8% |
| 1Y | +114.6% | +11.7% | +102.9% | +103.2% |
| All | +229.8% | +72.5% | +157.3% | +191.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling