+226.8%
SOXX vs GTLB
-10.9%
+237.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.5% | +2.0% |
| 7D | +1.4% | -5.7% | +7.1% | +2.3% |
| 30D | -3.6% | +15.1% | -18.7% | -6.2% |
| 3M | -10.2% | +65.5% | -75.6% | -18.7% |
| 6M | +54.2% | +102.9% | -48.7% | +31.5% |
| YTD | +75.2% | +25.2% | +50.0% | +66.4% |
| 1Y | +107.5% | -5.5% | +113.0% | +110.5% |
| 3Y | +226.8% | -10.9% | +237.6% | +218.5% |
| All | +226.8% | -10.9% | +237.7% | +218.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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