-100.0%
SQQQ vs GME
+515.8%
-615.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.3% | -4.4% | +1.5% |
| 7D | -2.7% | +4.8% | -7.5% | -2.1% |
| 30D | +2.4% | +5.9% | -3.4% | +3.1% |
| 3M | -8.0% | -10.7% | +2.7% | -9.1% |
| 6M | -43.9% | -19.8% | -24.1% | -45.0% |
| YTD | -42.2% | -0.9% | -41.3% | -41.8% |
| 1Y | -51.8% | -15.7% | -36.1% | -52.1% |
| 3Y | -89.7% | +12.3% | -102.0% | -87.7% |
| 5Y | -94.7% | -60.1% | -34.6% | -93.5% |
| 10Y | -100.0% | +265.3% | -365.3% | -99.9% |
| All | -100.0% | +515.8% | -615.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling