-89.3%
SQQQ vs GFS
-19.7%
-69.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.7% | -1.0% |
| 7D | +1.8% | +3.8% | -2.0% | +4.7% |
| 30D | +4.2% | -11.7% | +15.9% | -4.3% |
| 3M | -3.3% | -41.8% | +38.5% | -30.5% |
| 6M | -43.6% | +6.6% | -50.3% | -31.5% |
| YTD | -41.9% | +34.6% | -76.5% | -12.3% |
| 1Y | -50.6% | +46.2% | -96.8% | -17.4% |
| 3Y | -89.3% | -20.3% | -69.0% | -84.8% |
| All | -89.3% | -19.7% | -69.6% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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