+113.9%
SOXX vs GFI
+45.3%
+68.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.9% |
| 7D | +2.2% | +3.1% | -0.9% | +1.3% |
| 30D | -2.0% | +27.1% | -29.2% | -8.4% |
| 3M | -13.7% | +21.2% | -34.9% | -18.9% |
| 6M | +52.4% | -4.5% | +56.9% | +50.1% |
| YTD | +72.8% | +11.7% | +61.1% | +64.7% |
| 1Y | +113.9% | +46.0% | +67.9% | +100.2% |
| All | +113.9% | +45.3% | +68.6% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling