+113.9%
SOXX vs GS
+44.3%
+69.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.5% | +3.5% |
| 7D | +2.2% | +0.9% | +1.3% | +1.4% |
| 30D | -2.0% | -1.6% | -0.5% | -1.0% |
| 3M | -13.7% | -4.5% | -9.2% | -10.7% |
| 6M | +52.4% | +20.9% | +31.5% | +33.5% |
| YTD | +72.8% | +19.9% | +52.9% | +50.3% |
| 1Y | +113.9% | +41.4% | +72.5% | +72.5% |
| All | +113.9% | +44.3% | +69.6% | +72.5% |
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