-95.8%
SQQQ vs GGLL
+328.7%
-424.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -2.1% |
| 7D | -0.9% | -4.8% | +3.8% | -4.1% |
| 30D | -0.3% | -13.7% | +13.4% | -9.9% |
| 3M | +2.7% | -21.9% | +24.6% | -9.8% |
| 6M | -43.8% | +11.7% | -55.5% | -30.9% |
| YTD | -42.9% | +2.3% | -45.2% | -33.6% |
| 1Y | -53.5% | +76.2% | -129.7% | -12.0% |
| 3Y | -89.4% | +245.0% | -334.4% | -41.4% |
| All | -95.8% | +328.7% | -424.4% | -60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling