+107.5%
SOXX vs GGLL
+64.4%
+43.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-11 to 2026-09-11.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.5% | +1.2% |
| 7D | +1.4% | -0.3% | +1.7% | +1.4% |
| 30D | -3.6% | -4.0% | +0.4% | -3.0% |
| 3M | -10.2% | -15.5% | +5.4% | -8.0% |
| 6M | +54.2% | +7.6% | +46.6% | +42.4% |
| YTD | +75.2% | +2.0% | +73.2% | +63.1% |
| 1Y | +107.5% | +63.9% | +43.6% | +60.4% |
| All | +107.5% | +64.4% | +43.1% | +60.4% |
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 2025-09-11 to 2026-09-11: 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…
2025-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling