+1,537.1%
SOXX vs GFI
+1,066.8%
+470.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.1% | +2.0% |
| 7D | +1.4% | -4.9% | +6.2% | +1.8% |
| 30D | -3.6% | +10.7% | -14.3% | -4.5% |
| 3M | -10.2% | +25.6% | -35.8% | -12.1% |
| 6M | +54.2% | -8.3% | +62.5% | +54.3% |
| YTD | +75.2% | +6.3% | +68.9% | +73.5% |
| 1Y | +107.5% | +22.1% | +85.4% | +103.3% |
| 3Y | +226.8% | +289.2% | -62.4% | +195.6% |
| 5Y | +251.2% | +531.7% | -280.4% | +206.0% |
| All | +1,537.1% | +1,066.8% | +470.3% | +1,418.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling