+1,537.1%
SOXX vs GLW
+863.8%
+673.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +0.6% |
| 7D | +1.4% | +7.8% | -6.5% | -3.3% |
| 30D | -3.6% | -0.4% | -3.1% | -4.0% |
| 3M | -10.2% | -5.6% | -4.6% | -10.7% |
| 6M | +54.2% | +26.7% | +27.5% | +23.3% |
| YTD | +75.2% | +91.0% | -15.8% | +2.8% |
| 1Y | +107.5% | +122.4% | -14.9% | +9.1% |
| 3Y | +226.8% | +471.0% | -244.2% | -11.8% |
| 5Y | +251.2% | +385.6% | -134.4% | +5.2% |
| All | +1,537.1% | +863.8% | +673.3% | +188.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 10y: compounded portfolio wealth divided by compounded GLW 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…
10y analysis · Full analysis span regression · 6 months rolling