-94.3%
SQQQ vs GFS
0.0%
-94.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.7% | -0.8% |
| 7D | +1.8% | +3.8% | -2.0% | +5.1% |
| 30D | +4.2% | -11.7% | +15.9% | -5.3% |
| 3M | -3.3% | -41.8% | +38.5% | -33.5% |
| 6M | -43.6% | +6.6% | -50.3% | -30.6% |
| YTD | -41.9% | +34.6% | -76.5% | -10.0% |
| 1Y | -50.6% | +46.2% | -96.8% | -15.0% |
| 3Y | -89.3% | -20.3% | -69.0% | -84.9% |
| All | -94.3% | 0.0% | -94.3% | -86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling