-100.0%
SQQQ vs GDDY
+390.3%
-490.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.3% | -1.1% |
| 7D | +1.8% | -3.2% | +5.0% | -1.0% |
| 30D | +4.2% | +6.8% | -2.7% | +10.5% |
| 3M | -3.3% | +30.5% | -33.7% | +21.7% |
| 6M | -43.6% | +13.3% | -57.0% | -38.0% |
| YTD | -41.9% | -21.0% | -20.9% | -55.5% |
| 1Y | -50.6% | -34.0% | -16.6% | -68.2% |
| 3Y | -89.3% | +33.1% | -122.4% | -83.3% |
| 5Y | -94.8% | +30.3% | -125.1% | -89.0% |
| 10Y | -100.0% | +205.5% | -305.5% | -99.8% |
| All | -100.0% | +390.3% | -490.3% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling