+180.1%
SOXX vs GD
+102.9%
+77.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.3% |
| 3M | -12.7% | -5.8% | -6.8% | -10.7% |
| 6M | -12.4% | +7.7% | -20.1% | -15.8% |
| YTD | +55.1% | +11.1% | +44.0% | +45.7% |
| 1Y | +58.5% | +6.1% | +52.4% | +52.3% |
| 3Y | +187.5% | +59.8% | +127.7% | +121.4% |
| 5Y | +180.1% | +104.6% | +75.5% | +85.3% |
| All | +180.1% | +102.9% | +77.2% | +85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling