+113.9%
SOXX vs GGLL
+80.0%
+33.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +4.0% |
| 7D | +2.2% | -4.8% | +7.0% | +3.2% |
| 30D | -2.0% | -13.7% | +11.6% | +0.8% |
| 3M | -13.7% | -21.9% | +8.1% | -9.7% |
| 6M | +52.4% | +11.7% | +40.7% | +39.4% |
| YTD | +72.8% | +2.3% | +70.5% | +61.0% |
| 1Y | +113.9% | +76.2% | +37.7% | +68.0% |
| All | +113.9% | +80.0% | +33.9% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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