-95.2%
SQQQ vs GGLL
+210.8%
-306.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.1% | +5.8% | +2.3% |
| 7D | -11.0% | +7.7% | -18.7% | -5.9% |
| 30D | +17.9% | -30.2% | +48.2% | -4.0% |
| 3M | +19.5% | -31.3% | +50.8% | -2.7% |
| 6M | +4.2% | -52.1% | +56.3% | -31.8% |
| YTD | -35.6% | -25.9% | -9.8% | -36.8% |
| 1Y | -37.7% | -8.5% | -29.2% | -26.2% |
| 3Y | -88.0% | +165.5% | -253.6% | -42.9% |
| All | -95.2% | +210.8% | -306.0% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling