+247.9%
SOXX vs GIS
-25.1%
+273.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.8% |
| 7D | +1.4% | -6.4% | +7.8% | -0.6% |
| 30D | -3.6% | -6.1% | +2.5% | -5.2% |
| 3M | -10.2% | +7.8% | -18.0% | -7.6% |
| 6M | +54.2% | -8.8% | +63.0% | +54.0% |
| YTD | +75.2% | -19.1% | +94.3% | +71.4% |
| 1Y | +107.5% | -24.8% | +132.3% | +101.2% |
| 3Y | +226.8% | -37.6% | +264.3% | +208.4% |
| All | +247.9% | -25.1% | +273.0% | +221.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling