-95.1%
SQQQ vs GTLB
-50.8%
-44.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +0.1% |
| 7D | -2.7% | -6.6% | +3.9% | -5.6% |
| 30D | +2.4% | +13.7% | -11.3% | +9.3% |
| 3M | -8.0% | +52.9% | -60.9% | +13.4% |
| 6M | -43.9% | +88.5% | -132.4% | -22.4% |
| YTD | -42.2% | +23.4% | -65.7% | -33.6% |
| 1Y | -51.8% | -3.8% | -48.0% | -50.1% |
| 3Y | -89.7% | -11.5% | -78.2% | -86.7% |
| All | -95.1% | -50.8% | -44.3% | -90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling