-100.0%
SQQQ vs GD
+180.8%
-280.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +3.6% |
| 7D | +1.9% | -1.9% | +3.8% | +0.2% |
| 30D | +32.2% | +10.9% | +21.3% | +49.5% |
| 3M | +17.1% | -6.8% | +23.8% | +7.0% |
| 6M | +5.4% | +7.0% | -1.6% | +13.6% |
| YTD | -33.9% | +11.1% | -45.1% | -25.0% |
| 1Y | -31.3% | +7.0% | -38.4% | -25.4% |
| 3Y | -87.6% | +59.9% | -147.5% | -74.6% |
| 5Y | -93.3% | +102.5% | -195.7% | -77.8% |
| 10Y | -100.0% | +174.0% | -274.0% | -99.7% |
| All | -100.0% | +180.8% | -280.8% | -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