-99.9%
SQQQ vs GLDM
+248.1%
-348.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.9% |
| 7D | -0.9% | -0.5% | -0.4% | -1.1% |
| 30D | -0.3% | +4.4% | -4.7% | +2.2% |
| 3M | +2.7% | -1.1% | +3.8% | +3.9% |
| 6M | -43.8% | -13.7% | -30.2% | -45.9% |
| YTD | -42.9% | +2.8% | -45.7% | -40.3% |
| 1Y | -53.5% | +24.8% | -78.4% | -46.5% |
| 3Y | -89.4% | +127.8% | -217.2% | -82.8% |
| 5Y | -94.7% | +141.1% | -235.8% | -90.6% |
| All | -99.9% | +248.1% | -348.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling