+247.4%
SOXX vs GFS
0.0%
+247.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +0.7% |
| 7D | +1.4% | +3.8% | -2.5% | -0.6% |
| 30D | -3.6% | -11.7% | +8.1% | +2.7% |
| 3M | -10.2% | -41.8% | +31.6% | +18.7% |
| 6M | +54.2% | +6.6% | +47.6% | +48.7% |
| YTD | +75.2% | +34.6% | +40.6% | +47.3% |
| 1Y | +107.5% | +46.2% | +61.4% | +66.2% |
| 3Y | +226.8% | -20.3% | +247.1% | +239.0% |
| All | +247.4% | 0.0% | +247.3% | +233.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling