-89.3%
SQQQ vs GIS
-37.5%
-51.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.4% |
| 7D | +1.8% | -6.4% | +8.2% | +4.8% |
| 30D | +4.2% | -6.1% | +10.3% | +6.9% |
| 3M | -3.3% | +7.8% | -11.1% | -6.9% |
| 6M | -43.6% | -8.8% | -34.9% | -42.1% |
| YTD | -41.9% | -19.1% | -22.8% | -37.3% |
| 1Y | -50.6% | -24.8% | -25.9% | -45.2% |
| 3Y | -89.3% | -37.6% | -51.7% | -87.6% |
| All | -89.3% | -37.5% | -51.8% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 3y: compounded portfolio wealth divided by compounded GIS 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…
3y analysis · Full analysis span regression · 6 months rolling