+3,407.8%
SOXX vs GLD
+799.7%
+2,608.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.4% | +1.9% |
| 7D | +5.6% | +0.7% | +4.9% | +5.5% |
| 30D | -2.7% | +0.3% | -3.1% | -2.8% |
| 3M | -7.5% | +0.6% | -8.1% | -7.6% |
| 6M | +63.5% | -15.6% | +79.1% | +66.8% |
| YTD | +75.7% | +0.9% | +74.8% | +75.8% |
| 1Y | +113.3% | +19.4% | +93.9% | +109.9% |
| 3Y | +227.4% | +124.5% | +102.9% | +202.7% |
| 5Y | +256.2% | +138.9% | +117.2% | +226.5% |
| 10Y | +1,512.5% | +213.3% | +1,299.2% | +1,362.6% |
| All | +3,407.8% | +799.7% | +2,608.2% | +2,708.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling