-95.1%
SQQQ vs GTLB
-50.1%
-44.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.9% |
| 7D | +1.8% | -5.7% | +7.5% | -0.8% |
| 30D | +4.2% | +15.1% | -11.0% | +11.7% |
| 3M | -3.3% | +65.5% | -68.7% | +23.4% |
| 6M | -43.6% | +102.9% | -146.5% | -19.2% |
| YTD | -41.9% | +25.2% | -67.1% | -32.8% |
| 1Y | -50.6% | -5.5% | -45.1% | -49.4% |
| 3Y | -89.3% | -10.9% | -78.4% | -86.1% |
| All | -95.1% | -50.1% | -44.9% | -90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling