+2,575.4%
SOXX vs GLW
+1,674.1%
+901.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | 0.0% |
| 7D | +6.1% | +16.9% | -10.8% | -1.1% |
| 30D | +0.5% | +7.0% | -6.5% | -2.9% |
| 3M | -5.3% | -3.0% | -2.3% | -5.8% |
| 6M | +58.3% | +31.0% | +27.3% | +35.9% |
| YTD | +76.8% | +93.4% | -16.6% | +25.8% |
| 1Y | +114.6% | +134.7% | -20.1% | +40.1% |
| 3Y | +229.6% | +471.8% | -242.2% | +45.8% |
| 5Y | +257.3% | +394.5% | -137.1% | +69.0% |
| 10Y | +1,583.2% | +867.9% | +715.3% | +502.8% |
| All | +2,575.4% | +1,674.1% | +901.3% | +531.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling