-94.8%
SQQQ vs GIS
-25.1%
-69.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | +1.8% | -6.4% | +8.2% | +3.1% |
| 30D | +4.2% | -6.1% | +10.3% | +5.4% |
| 3M | -3.3% | +7.8% | -11.1% | -4.4% |
| 6M | -43.6% | -8.8% | -34.9% | -43.4% |
| YTD | -41.9% | -19.1% | -22.8% | -40.8% |
| 1Y | -50.6% | -24.8% | -25.9% | -49.6% |
| 3Y | -89.3% | -37.6% | -51.7% | -88.9% |
| All | -94.8% | -25.1% | -69.7% | -94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling