+229.8%
SOXX vs GGLL
+226.0%
+3.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.2% | +1.9% |
| 7D | +6.1% | -3.9% | +10.0% | +7.1% |
| 30D | +0.5% | -15.4% | +15.9% | +4.8% |
| 3M | -5.3% | -21.9% | +16.6% | -0.6% |
| 6M | +58.3% | +4.5% | +53.8% | +49.2% |
| YTD | +76.8% | -2.4% | +79.3% | +69.3% |
| 1Y | +114.6% | +57.8% | +56.8% | +74.8% |
| All | +229.8% | +226.0% | +3.8% | +97.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling