+257.1%
SOXX vs GTLB
-49.8%
+306.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.8% | -3.1% |
| 7D | +3.0% | -4.1% | +7.1% | +3.8% |
| 30D | -3.1% | +12.3% | -15.5% | -5.6% |
| 3M | -4.4% | +65.9% | -70.3% | -14.3% |
| 6M | +52.9% | +104.0% | -51.1% | +29.3% |
| YTD | +72.0% | +26.0% | +46.0% | +59.8% |
| 1Y | +105.1% | -3.5% | +108.6% | +100.6% |
| 3Y | +220.6% | -9.6% | +230.3% | +203.8% |
| All | +257.1% | -49.8% | +306.9% | +227.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling