+226.8%
SOXX vs GFS
-19.7%
+246.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +0.7% |
| 7D | +1.4% | +3.8% | -2.5% | -0.7% |
| 30D | -3.6% | -11.7% | +8.1% | +3.0% |
| 3M | -10.2% | -41.8% | +31.6% | +19.9% |
| 6M | +54.2% | +6.6% | +47.6% | +49.5% |
| YTD | +75.2% | +34.6% | +40.6% | +47.0% |
| 1Y | +107.5% | +46.2% | +61.4% | +65.3% |
| 3Y | +226.8% | -20.3% | +247.1% | +241.8% |
| All | +226.8% | -19.7% | +246.5% | +241.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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