+113.9%
SOXX vs GIS
-18.7%
+132.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +1.9% |
| 7D | +2.2% | -7.8% | +10.1% | -3.1% |
| 30D | -2.0% | +6.6% | -8.6% | +2.8% |
| 3M | -13.7% | +21.0% | -34.7% | -0.5% |
| 6M | +52.4% | -9.1% | +61.4% | +53.1% |
| YTD | +72.8% | -13.6% | +86.4% | +70.1% |
| 1Y | +113.9% | -18.0% | +131.9% | +104.3% |
| All | +113.9% | -18.7% | +132.6% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 1y: compounded portfolio wealth divided by compounded GIS 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…
1y analysis · Full analysis span regression · 6 months rolling