+812.8%
SOXX vs GH
+473.1%
+339.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.3% |
| 7D | +3.0% | -1.2% | +4.3% | +3.3% |
| 30D | -3.1% | -3.7% | +0.5% | -2.5% |
| 3M | -4.4% | +21.7% | -26.1% | -8.7% |
| 6M | +52.9% | +75.7% | -22.9% | +34.5% |
| YTD | +72.0% | +55.7% | +16.3% | +54.6% |
| 1Y | +105.1% | +181.1% | -76.0% | +61.0% |
| 3Y | +220.6% | +371.6% | -151.0% | +111.6% |
| 5Y | +244.8% | +23.2% | +221.6% | +175.5% |
| All | +812.8% | +473.1% | +339.8% | +449.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling