+34,426.4%
TQQQ vs GFI
+542.4%
+33,884.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.8% | +2.7% |
| 7D | -1.9% | -4.9% | +2.9% | -1.3% |
| 30D | -4.9% | +10.7% | -15.6% | -6.2% |
| 3M | -6.4% | +25.6% | -32.0% | -9.4% |
| 6M | +44.4% | -8.3% | +52.7% | +45.4% |
| YTD | +35.2% | +6.3% | +28.9% | +33.3% |
| 1Y | +49.5% | +22.1% | +27.4% | +44.5% |
| 3Y | +250.7% | +289.2% | -38.5% | +189.5% |
| 5Y | +104.7% | +531.7% | -427.0% | +57.1% |
| 10Y | +3,029.5% | +1,043.8% | +1,985.8% | +2,187.3% |
| All | +34,426.4% | +542.4% | +33,884.0% | +28,548.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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