-100.0%
SQQQ vs GLW
+863.8%
-963.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -0.5% |
| 7D | +1.8% | +7.8% | -6.0% | +10.4% |
| 30D | +4.2% | -0.4% | +4.6% | +4.2% |
| 3M | -3.3% | -5.6% | +2.3% | +1.8% |
| 6M | -43.6% | +26.7% | -70.4% | -7.6% |
| YTD | -41.9% | +91.0% | -132.9% | +68.0% |
| 1Y | -50.6% | +122.4% | -173.0% | +83.8% |
| 3Y | -89.3% | +471.0% | -560.3% | +94.6% |
| 5Y | -94.8% | +385.6% | -480.4% | +5.7% |
| All | -100.0% | +863.8% | -963.8% | -95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 GLW 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