-94.7%
SQQQ vs GLDM
+141.3%
-236.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | -0.5% |
| 7D | -4.2% | +0.7% | -4.9% | -3.7% |
| 30D | +2.4% | +0.3% | +2.1% | +2.8% |
| 3M | -5.7% | +0.7% | -6.4% | -4.0% |
| 6M | -46.6% | -15.4% | -31.1% | -48.7% |
| YTD | -42.7% | +1.0% | -43.7% | -40.9% |
| 1Y | -52.6% | +19.7% | -72.3% | -47.3% |
| 3Y | -89.8% | +126.5% | -216.3% | -83.7% |
| 5Y | -94.7% | +142.5% | -237.2% | -89.6% |
| All | -94.7% | +141.3% | -236.0% | -89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling