-100.0%
SQQQ vs GD
+688.5%
-788.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +2.3% | -12.6% | -7.2% |
| 7D | -1.7% | -3.0% | +1.3% | -5.2% |
| 30D | +29.9% | +9.3% | +20.6% | +46.6% |
| 3M | +16.0% | -7.2% | +23.2% | +3.9% |
| 6M | +3.6% | +5.5% | -1.9% | +10.2% |
| YTD | -35.1% | +9.5% | -44.6% | -26.9% |
| 1Y | -37.0% | +6.4% | -43.4% | -31.5% |
| 3Y | -88.7% | +59.8% | -148.5% | -75.0% |
| 5Y | -93.1% | +98.0% | -191.1% | -75.1% |
| 10Y | -100.0% | +177.4% | -277.3% | -99.6% |
| All | -100.0% | +688.5% | -788.5% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling