+2,514.3%
SOXX vs GD
+1,450.7%
+1,063.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +4.5% |
| 7D | +2.2% | -5.3% | +7.5% | +5.3% |
| 30D | -2.0% | -6.4% | +4.4% | +1.5% |
| 3M | -13.7% | +5.7% | -19.4% | -17.2% |
| 6M | +52.4% | -0.9% | +53.3% | +50.9% |
| YTD | +72.8% | +8.2% | +64.7% | +61.9% |
| 1Y | +113.9% | +13.4% | +100.5% | +94.9% |
| 3Y | +210.7% | +68.5% | +142.3% | +120.5% |
| 5Y | +244.6% | +97.2% | +147.5% | +120.7% |
| 10Y | +1,468.0% | +190.2% | +1,277.8% | +669.7% |
| All | +2,514.3% | +1,450.7% | +1,063.6% | +453.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling