+226.8%
SOXX vs GH
+363.0%
-136.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.0% |
| 7D | +1.4% | -2.5% | +3.9% | +1.8% |
| 30D | -3.6% | -4.7% | +1.1% | -2.9% |
| 3M | -10.2% | +20.2% | -30.4% | -13.2% |
| 6M | +54.2% | +78.8% | -24.5% | +39.0% |
| YTD | +75.2% | +54.1% | +21.1% | +61.2% |
| 1Y | +107.5% | +177.1% | -69.6% | +71.9% |
| 3Y | +226.8% | +371.6% | -144.9% | +146.5% |
| All | +226.8% | +363.0% | -136.3% | +146.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling