+190.4%
SOXX vs GD
+59.8%
+130.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.1% | +6.1% | +6.0% |
| 7D | +3.5% | +0.6% | +2.9% | +3.4% |
| 30D | -14.4% | +9.5% | -23.9% | -16.5% |
| 3M | -12.7% | -5.8% | -6.8% | -11.0% |
| 6M | -12.4% | +7.7% | -20.1% | -15.1% |
| YTD | +55.1% | +11.1% | +44.0% | +47.1% |
| 1Y | +58.5% | +6.1% | +52.4% | +53.7% |
| All | +190.4% | +59.8% | +130.5% | +141.5% |
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