+353.8%
SOXX vs GGLL
+328.4%
+25.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +5.6% | +1.9% | +3.8% | +5.0% |
| 30D | -2.7% | -9.7% | +7.0% | -0.1% |
| 3M | -7.5% | -18.0% | +10.5% | -3.9% |
| 6M | +63.5% | +15.3% | +48.3% | +49.1% |
| YTD | +75.7% | +2.2% | +73.4% | +65.6% |
| 1Y | +113.3% | +73.1% | +40.2% | +66.6% |
| 3Y | +227.4% | +242.7% | -15.3% | +82.9% |
| All | +353.8% | +328.4% | +25.4% | +123.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling