+43.4%
GQQQ vs SPY
+35.7%
+7.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.2% |
| 7D | +0.5% | -0.4% | +0.9% | +0.9% |
| 30D | -1.2% | -1.4% | +0.2% | +0.4% |
| 3M | +2.3% | +3.7% | -1.4% | -1.8% |
| 6M | +17.8% | +13.0% | +4.8% | +2.9% |
| YTD | +19.0% | +12.4% | +6.6% | +4.7% |
| 1Y | +25.7% | +18.5% | +7.1% | +4.4% |
| All | +43.4% | +35.7% | +7.7% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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