-100.0%
SQQQ vs GME
+285.6%
-385.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.7% | -6.3% | -2.2% |
| 7D | +1.8% | +10.4% | -8.6% | +2.7% |
| 30D | +4.2% | +14.1% | -9.9% | +5.5% |
| 3M | -3.3% | -4.6% | +1.4% | -3.6% |
| 6M | -43.6% | -13.5% | -30.1% | -44.1% |
| YTD | -41.9% | +5.3% | -47.2% | -41.2% |
| 1Y | -50.6% | -14.9% | -35.7% | -50.9% |
| 3Y | -89.3% | +24.3% | -113.6% | -87.6% |
| 5Y | -94.8% | -55.6% | -39.2% | -93.8% |
| All | -100.0% | +285.6% | -385.6% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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