+2,153.9%
SOXX vs GD
+1,475.9%
+678.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | +9.4% | +2.7% | +6.7% | +7.8% |
| 30D | -13.8% | +8.6% | -22.4% | -17.8% |
| 3M | -18.6% | -7.1% | -11.6% | -15.7% |
| 6M | -15.1% | +7.5% | -22.6% | -19.7% |
| YTD | +49.0% | +9.9% | +39.1% | +37.9% |
| 1Y | +55.3% | +7.6% | +47.7% | +45.5% |
| 3Y | +179.0% | +56.2% | +122.8% | +107.6% |
| 5Y | +166.5% | +100.6% | +65.9% | +68.7% |
| 10Y | +1,203.0% | +167.8% | +1,035.2% | +569.4% |
| All | +2,153.9% | +1,475.9% | +678.0% | +371.4% |
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