-89.3%
SQQQ vs GTLB
-10.9%
-78.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.9% |
| 7D | +1.8% | -5.7% | +7.5% | -0.6% |
| 30D | +4.2% | +15.1% | -11.0% | +11.2% |
| 3M | -3.3% | +65.5% | -68.7% | +21.4% |
| 6M | -43.6% | +102.9% | -146.5% | -20.7% |
| YTD | -41.9% | +25.2% | -67.1% | -34.7% |
| 1Y | -50.6% | -5.5% | -45.1% | -51.4% |
| 3Y | -89.3% | -10.9% | -78.4% | -86.6% |
| All | -89.3% | -10.9% | -78.4% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 3y: compounded portfolio wealth divided by compounded GTLB 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…
3y analysis · Full analysis span regression · 6 months rolling