-100.0%
SQQQ vs GPC
+86.4%
-186.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.9% |
| 7D | +1.8% | -3.2% | +5.0% | -1.1% |
| 30D | +4.2% | +0.5% | +3.6% | +4.7% |
| 3M | -3.3% | +31.7% | -35.0% | +24.3% |
| 6M | -43.6% | +24.7% | -68.4% | -30.2% |
| YTD | -41.9% | +11.8% | -53.7% | -34.8% |
| 1Y | -50.6% | -3.0% | -47.7% | -52.1% |
| 3Y | -89.3% | -1.1% | -88.2% | -88.1% |
| 5Y | -94.8% | +30.5% | -125.3% | -90.4% |
| All | -100.0% | +86.4% | -186.3% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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