-100.0%
SQQQ vs GD
+188.9%
-288.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | -0.5% |
| 7D | -2.7% | -3.1% | +0.4% | -6.3% |
| 30D | +2.4% | -10.9% | +13.3% | -11.0% |
| 3M | -8.0% | +2.5% | -10.5% | -5.1% |
| 6M | -43.9% | -1.7% | -42.3% | -45.3% |
| YTD | -42.2% | +6.1% | -48.4% | -37.7% |
| 1Y | -51.8% | +11.7% | -63.5% | -43.8% |
| 3Y | -89.7% | +71.8% | -161.5% | -76.6% |
| 5Y | -94.7% | +92.2% | -186.9% | -83.6% |
| 10Y | -100.0% | +192.2% | -292.1% | -99.7% |
| All | -100.0% | +188.9% | -288.9% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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