+250.7%
TQQQ vs GFS
-19.7%
+270.4%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +1.0% |
| 7D | -1.9% | +3.8% | -5.8% | -4.6% |
| 30D | -4.9% | -11.7% | +6.9% | +4.0% |
| 3M | -6.4% | -41.8% | +35.4% | +38.0% |
| 6M | +44.4% | +6.6% | +37.8% | +31.2% |
| YTD | +35.2% | +34.6% | +0.5% | -3.1% |
| 1Y | +49.5% | +46.2% | +3.4% | -1.3% |
| 3Y | +250.7% | -20.3% | +271.0% | +275.8% |
| All | +250.7% | -19.7% | +270.4% | +275.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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