-100.0%
SQQQ vs GFI
+542.4%
-642.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.8% |
| 7D | +1.8% | -4.9% | +6.7% | +1.1% |
| 30D | +4.2% | +10.7% | -6.6% | +5.8% |
| 3M | -3.3% | +25.6% | -28.9% | +0.6% |
| 6M | -43.6% | -8.3% | -35.4% | -42.8% |
| YTD | -41.9% | +6.3% | -48.2% | -39.6% |
| 1Y | -50.6% | +22.1% | -72.7% | -47.4% |
| 3Y | -89.3% | +289.2% | -378.5% | -86.5% |
| 5Y | -94.8% | +531.7% | -626.5% | -92.8% |
| 10Y | -100.0% | +1,043.8% | -1,143.8% | -100.0% |
| All | -100.0% | +542.4% | -642.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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