-100.0%
SQQQ vs GD
+678.9%
-778.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -2.9% |
| 7D | -0.9% | -5.3% | +4.3% | -8.1% |
| 30D | -0.3% | -6.4% | +6.1% | -9.2% |
| 3M | +2.7% | +5.7% | -3.0% | +10.4% |
| 6M | -43.8% | -0.9% | -42.9% | -45.0% |
| YTD | -42.9% | +8.2% | -51.1% | -36.4% |
| 1Y | -53.5% | +13.4% | -67.0% | -43.9% |
| 3Y | -89.4% | +68.5% | -157.9% | -74.6% |
| 5Y | -94.7% | +97.2% | -191.8% | -80.9% |
| 10Y | -100.0% | +190.2% | -290.2% | -99.6% |
| All | -100.0% | +678.9% | -778.9% | -100.0% |
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