-89.3%
SQQQ vs GDDY
+30.8%
-120.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.3% | -1.9% |
| 7D | +1.8% | -3.2% | +5.0% | +0.6% |
| 30D | +4.2% | +6.8% | -2.7% | +7.3% |
| 3M | -3.3% | +30.5% | -33.7% | +11.8% |
| 6M | -43.6% | +13.3% | -57.0% | -40.0% |
| YTD | -41.9% | -21.0% | -20.9% | -54.9% |
| 1Y | -50.6% | -34.0% | -16.6% | -67.5% |
| 3Y | -89.3% | +33.1% | -122.4% | -85.1% |
| All | -89.3% | +30.8% | -120.1% | -85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling