+250.7%
TQQQ vs GDDY
+30.8%
+219.9%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +1.9% |
| 7D | -1.9% | -3.2% | +1.3% | -0.9% |
| 30D | -4.9% | +6.8% | -11.7% | -8.1% |
| 3M | -6.4% | +30.5% | -36.9% | -22.2% |
| 6M | +44.4% | +13.3% | +31.1% | +27.1% |
| YTD | +35.2% | -21.0% | +56.1% | +57.1% |
| 1Y | +49.5% | -34.0% | +83.5% | +104.7% |
| 3Y | +250.7% | +33.1% | +217.6% | +175.3% |
| All | +250.7% | +30.8% | +219.9% | +175.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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