-100.0%
SQQQ vs GIS
+84.6%
-184.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.8% |
| 7D | +1.8% | -6.4% | +8.2% | -2.1% |
| 30D | +4.2% | -6.1% | +10.3% | +0.4% |
| 3M | -3.3% | +7.8% | -11.1% | +1.0% |
| 6M | -43.6% | -8.8% | -34.9% | -47.7% |
| YTD | -41.9% | -19.1% | -22.8% | -50.6% |
| 1Y | -50.6% | -24.8% | -25.9% | -60.6% |
| 3Y | -89.3% | -37.6% | -51.7% | -92.7% |
| 5Y | -94.8% | -25.4% | -69.4% | -95.5% |
| 10Y | -100.0% | -19.6% | -80.4% | -100.0% |
| All | -100.0% | +84.6% | -184.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling