-99.8%
SQQQ vs GLDM
+216.5%
-316.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.4% | +0.3% |
| 7D | +1.9% | +2.9% | -1.0% | +3.6% |
| 30D | +32.2% | -3.9% | +36.1% | +30.1% |
| 3M | +17.1% | -8.1% | +25.2% | +13.0% |
| 6M | +5.4% | -14.7% | +20.1% | -0.2% |
| YTD | -33.9% | -6.6% | -27.4% | -33.8% |
| 1Y | -31.3% | -2.1% | -29.3% | -29.6% |
| 3Y | -87.6% | +107.7% | -195.3% | -80.7% |
| 5Y | -93.3% | +116.5% | -209.7% | -88.6% |
| All | -99.8% | +216.5% | -316.3% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling