+263.8%
SOXX vs GTLB
-50.1%
+313.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.5% | +2.0% |
| 7D | +1.4% | -5.7% | +7.1% | +2.4% |
| 30D | -3.6% | +15.1% | -18.7% | -6.5% |
| 3M | -10.2% | +65.5% | -75.6% | -19.5% |
| 6M | +54.2% | +102.9% | -48.7% | +30.6% |
| YTD | +75.2% | +25.2% | +50.0% | +62.9% |
| 1Y | +107.5% | -5.5% | +113.0% | +103.8% |
| 3Y | +226.8% | -10.9% | +237.6% | +210.4% |
| All | +263.8% | -50.1% | +313.9% | +234.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling