+52.5%
SOXX vs GLD
+2.5%
+50.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.7% | -6.8% | -5.2% |
| 7D | -13.7% | -0.3% | -13.4% | -13.5% |
| 30D | -23.6% | -1.9% | -21.7% | -22.7% |
| 3M | -16.9% | -0.4% | -16.4% | -16.8% |
| 6M | -2.4% | -10.2% | +7.8% | +3.1% |
| YTD | +49.8% | -6.0% | +55.8% | +55.7% |
| 1Y | +52.5% | +2.8% | +49.7% | +40.7% |
| All | +52.5% | +2.5% | +50.0% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLD.
Daily Out/Under-Performance
Portfolio return minus GLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLD 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 GLD 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