-100.0%
SQQQ vs GILD
+814.2%
-914.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -3.2% |
| 7D | +1.8% | -4.8% | +6.6% | -2.4% |
| 30D | +4.2% | +5.8% | -1.6% | +9.3% |
| 3M | -3.3% | +14.9% | -18.2% | +8.2% |
| 6M | -43.6% | -0.4% | -43.3% | -43.7% |
| YTD | -41.9% | +18.5% | -60.4% | -31.9% |
| 1Y | -50.6% | +25.1% | -75.8% | -39.2% |
| 3Y | -89.3% | +105.9% | -195.2% | -78.2% |
| 5Y | -94.8% | +143.0% | -237.8% | -86.0% |
| 10Y | -100.0% | +162.4% | -262.4% | -99.9% |
| All | -100.0% | +814.2% | -914.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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