+244.8%
SOXX vs GLD
+136.2%
+108.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.1% |
| 7D | +3.0% | -3.4% | +6.4% | +4.3% |
| 30D | -3.1% | -1.1% | -2.0% | -2.8% |
| 3M | -4.4% | +5.8% | -10.2% | -6.4% |
| 6M | +52.9% | -17.1% | +69.9% | +61.2% |
| YTD | +72.0% | 0.0% | +72.0% | +72.6% |
| 1Y | +105.1% | +18.2% | +86.9% | +96.6% |
| 3Y | +220.6% | +122.6% | +98.0% | +151.7% |
| 5Y | +244.8% | +137.1% | +107.7% | +147.4% |
| All | +244.8% | +136.2% | +108.6% | +147.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling