-100.0%
SQQQ vs GDDY
+207.2%
-307.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.3% | -0.8% |
| 7D | +1.8% | -3.2% | +5.0% | -1.4% |
| 30D | +4.2% | +6.8% | -2.7% | +11.3% |
| 3M | -3.3% | +30.5% | -33.7% | +25.6% |
| 6M | -43.6% | +13.3% | -57.0% | -37.9% |
| YTD | -41.9% | -21.0% | -20.9% | -58.8% |
| 1Y | -50.6% | -34.0% | -16.6% | -71.6% |
| 3Y | -89.3% | +33.1% | -122.4% | -82.0% |
| 5Y | -94.8% | +30.3% | -125.1% | -87.6% |
| All | -100.0% | +207.2% | -307.2% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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