-95.7%
SQQQ vs GGLL
+309.0%
-404.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | -2.3% |
| 7D | -2.7% | -3.9% | +1.2% | -5.3% |
| 30D | +2.4% | -15.4% | +17.8% | -8.6% |
| 3M | -8.0% | -21.9% | +13.9% | -19.2% |
| 6M | -43.9% | +4.5% | -48.4% | -34.4% |
| YTD | -42.2% | -2.4% | -39.8% | -35.0% |
| 1Y | -51.8% | +57.8% | -109.6% | -16.1% |
| 3Y | -89.7% | +227.2% | -316.9% | -45.3% |
| All | -95.7% | +309.0% | -404.7% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling