+426.1%
TQQQ vs GGLL
+313.5%
+112.6%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -4.0% |
| 7D | -3.9% | -5.8% | +1.9% | 0.0% |
| 30D | -5.3% | -7.2% | +1.9% | -0.7% |
| 3M | +0.1% | -17.5% | +17.7% | +9.6% |
| 6M | +40.7% | +5.1% | +35.6% | +23.0% |
| YTD | +31.8% | -1.3% | +33.1% | +19.5% |
| 1Y | +48.2% | +60.2% | -12.0% | -11.4% |
| 3Y | +253.6% | +230.8% | +22.8% | -4.9% |
| All | +426.1% | +313.5% | +112.6% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling