+215.0%
GLD vs SQQQ
-100.0%
+315.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SQQQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.5% |
| 7D | -2.0% | +1.8% | -3.8% | -1.9% |
| 30D | -1.5% | +4.2% | -5.7% | -1.4% |
| 3M | +3.2% | -3.3% | +6.5% | +3.3% |
| 6M | -16.3% | -43.6% | +27.4% | -17.1% |
| YTD | +0.6% | -41.9% | +42.5% | -0.3% |
| 1Y | +19.1% | -50.6% | +69.8% | +17.8% |
| 3Y | +123.5% | -89.3% | +212.8% | +116.1% |
| 5Y | +138.5% | -94.8% | +233.3% | +129.4% |
| All | +215.0% | -100.0% | +315.0% | +202.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SQQQ.
Daily Out/Under-Performance
Portfolio return minus SQQQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SQQQ 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 SQQQ 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