+90.0%
TQQQ vs GFS
-2.1%
+92.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -3.9% | +3.2% | -7.1% | -6.4% |
| 30D | -5.3% | -9.6% | +4.3% | +2.5% |
| 3M | +0.1% | -38.5% | +38.6% | +47.9% |
| 6M | +40.7% | -1.3% | +42.0% | +33.4% |
| YTD | +31.8% | +31.8% | 0.0% | -7.5% |
| 1Y | +48.2% | +44.6% | +3.7% | -5.5% |
| 3Y | +253.6% | -20.6% | +274.3% | +273.5% |
| All | +90.0% | -2.1% | +92.1% | +91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling