+226.8%
SOXX vs GLD
+122.8%
+103.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.6% |
| 7D | +1.4% | -2.0% | +3.4% | +2.1% |
| 30D | -3.6% | -1.5% | -2.1% | -3.1% |
| 3M | -10.2% | +3.2% | -13.4% | -11.4% |
| 6M | +54.2% | -16.3% | +70.5% | +61.7% |
| YTD | +75.2% | +0.6% | +74.6% | +76.3% |
| 1Y | +107.5% | +19.1% | +88.4% | +100.8% |
| 3Y | +226.8% | +123.5% | +103.3% | +184.3% |
| All | +226.8% | +122.8% | +103.9% | +184.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling