-95.6%
SQQQ vs GGLL
+313.5%
-409.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.2% | +4.0% |
| 7D | +4.1% | -5.8% | +9.8% | -0.2% |
| 30D | +4.6% | -7.2% | +11.8% | -0.5% |
| 3M | -10.4% | -17.5% | +7.1% | -18.3% |
| 6M | -42.1% | +5.1% | -47.2% | -32.1% |
| YTD | -40.3% | -1.3% | -39.0% | -32.4% |
| 1Y | -50.2% | +60.2% | -110.4% | -12.4% |
| 3Y | -89.4% | +230.8% | -320.2% | -43.1% |
| All | -95.6% | +313.5% | -409.1% | -59.6% |
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