+344.3%
SOXX vs GGLL
+313.5%
+30.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.1% |
| 7D | +3.0% | -5.8% | +8.8% | +4.8% |
| 30D | -3.1% | -7.2% | +4.1% | -1.3% |
| 3M | -4.4% | -17.5% | +13.1% | -1.0% |
| 6M | +52.9% | +5.1% | +47.8% | +43.4% |
| YTD | +72.0% | -1.3% | +73.3% | +63.8% |
| 1Y | +105.1% | +60.2% | +44.9% | +64.1% |
| 3Y | +220.6% | +230.8% | -10.2% | +80.9% |
| All | +344.3% | +313.5% | +30.8% | +120.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling