+1,209.8%
SOXX vs GS
+452.1%
+757.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.9% |
| 7D | +9.4% | +5.9% | +3.5% | +5.5% |
| 30D | -13.8% | +4.3% | -18.1% | -15.7% |
| 3M | -18.6% | -11.7% | -7.0% | -11.5% |
| 6M | -15.1% | -3.2% | -11.9% | -12.8% |
| YTD | +49.0% | +5.8% | +43.2% | +44.2% |
| 1Y | +55.3% | +16.0% | +39.3% | +41.8% |
| 3Y | +179.0% | +199.8% | -20.8% | +39.4% |
| 5Y | +166.5% | +155.5% | +11.0% | +45.0% |
| All | +1,209.8% | +452.1% | +757.7% | +377.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling