-43.6%
SQQQ vs GIS
-11.8%
-31.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.4% |
| 7D | +1.8% | -6.4% | +8.2% | +5.3% |
| 30D | +4.2% | -6.1% | +10.3% | +7.2% |
| 3M | -3.3% | +7.8% | -11.1% | -8.5% |
| 6M | -43.6% | -8.8% | -34.9% | -52.9% |
| All | -43.6% | -11.8% | -31.8% | -52.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling