+52.5%
SOXX vs GS
+21.8%
+30.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.6% | -6.7% | -6.0% |
| 7D | -13.7% | +0.3% | -14.0% | -13.9% |
| 30D | -23.6% | +3.9% | -27.5% | -25.7% |
| 3M | -16.9% | -11.4% | -5.4% | -8.7% |
| 6M | -2.4% | +3.7% | -6.1% | -4.0% |
| YTD | +49.8% | +7.1% | +42.7% | +39.5% |
| 1Y | +52.5% | +19.7% | +32.9% | +28.8% |
| All | +52.5% | +21.8% | +30.7% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 1y: compounded portfolio wealth divided by compounded GS 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…
1y analysis · Full analysis span regression · 6 months rolling