+829.8%
SOXX vs GH
+467.1%
+362.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.1% |
| 7D | +1.4% | -2.5% | +3.9% | +1.9% |
| 30D | -3.6% | -4.7% | +1.1% | -2.7% |
| 3M | -10.2% | +20.2% | -30.4% | -14.0% |
| 6M | +54.2% | +78.8% | -24.5% | +35.3% |
| YTD | +75.2% | +54.1% | +21.1% | +57.8% |
| 1Y | +107.5% | +177.1% | -69.6% | +63.4% |
| 3Y | +226.8% | +371.6% | -144.9% | +115.6% |
| 5Y | +251.2% | +21.9% | +229.3% | +181.2% |
| All | +829.8% | +467.1% | +362.7% | +460.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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