+226.8%
SOXX vs GPN
-27.4%
+254.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +1.4% | -4.3% | +5.7% | +2.5% |
| 30D | -3.6% | 0.0% | -3.6% | -3.8% |
| 3M | -10.2% | +35.8% | -46.0% | -18.9% |
| 6M | +54.2% | +22.0% | +32.2% | +43.0% |
| YTD | +75.2% | +15.2% | +60.0% | +64.5% |
| 1Y | +107.5% | +3.5% | +104.0% | +102.2% |
| 3Y | +226.8% | -26.9% | +253.7% | +257.8% |
| All | +226.8% | -27.4% | +254.2% | +257.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 3y: compounded portfolio wealth divided by compounded GPN 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…
3y analysis · Full analysis span regression · 6 months rolling