-99.9%
SQQQ vs GLDM
+245.4%
-345.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | -0.1% | +1.3% |
| 7D | -2.7% | +0.2% | -2.9% | -2.6% |
| 30D | +2.4% | +0.3% | +2.2% | +2.8% |
| 3M | -8.0% | +3.3% | -11.3% | -5.3% |
| 6M | -43.9% | -14.5% | -29.5% | -46.2% |
| YTD | -42.2% | +1.9% | -44.2% | -39.8% |
| 1Y | -51.8% | +21.1% | -72.9% | -45.3% |
| 3Y | -89.7% | +128.6% | -218.3% | -83.3% |
| 5Y | -94.7% | +143.8% | -238.5% | -90.6% |
| All | -99.9% | +245.4% | -345.2% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded GLDM 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling