+284.9%
SOXX vs GGLL
+210.8%
+74.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -3.1% |
| 7D | +9.4% | +7.7% | +1.7% | +7.1% |
| 30D | -13.8% | -30.2% | +16.4% | -5.5% |
| 3M | -18.6% | -31.3% | +12.6% | -10.9% |
| 6M | -15.1% | -52.1% | +37.0% | +1.7% |
| YTD | +49.0% | -25.9% | +74.8% | +51.7% |
| 1Y | +55.3% | -8.5% | +63.7% | +46.5% |
| 3Y | +179.0% | +165.5% | +13.4% | +64.9% |
| All | +284.9% | +210.8% | +74.1% | +104.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling