+2,575.4%
SOXX vs GPC
+790.4%
+1,785.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.2% |
| 7D | +6.1% | -0.6% | +6.7% | +6.4% |
| 30D | +0.5% | +1.3% | -0.8% | -0.5% |
| 3M | -5.3% | +37.1% | -42.4% | -24.2% |
| 6M | +58.3% | +23.2% | +35.1% | +34.7% |
| YTD | +76.8% | +13.1% | +63.8% | +55.8% |
| 1Y | +114.6% | +0.9% | +113.7% | +102.3% |
| 3Y | +229.6% | -0.8% | +230.4% | +194.1% |
| 5Y | +257.3% | +31.1% | +226.2% | +160.7% |
| 10Y | +1,583.2% | +87.4% | +1,495.9% | +755.2% |
| All | +2,575.4% | +790.4% | +1,785.0% | +207.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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