+226.8%
SOXX vs GFI
+296.4%
-69.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.7% |
| 7D | +1.4% | -2.7% | +4.1% | +1.8% |
| 30D | -3.6% | +13.2% | -16.8% | -5.5% |
| 3M | -10.2% | +28.5% | -38.6% | -14.0% |
| 6M | +54.2% | -6.2% | +60.4% | +53.2% |
| YTD | +75.2% | +8.7% | +66.5% | +71.8% |
| 1Y | +107.5% | +24.8% | +82.7% | +100.9% |
| 3Y | +226.8% | +298.0% | -71.3% | +187.7% |
| All | +226.8% | +296.4% | -69.7% | +187.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling