+195.0%
TQQQ vs GGLL
+166.5%
+28.4%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -2.4% |
| 7D | +10.4% | +7.7% | +2.7% | +5.9% |
| 30D | -22.2% | -30.2% | +8.0% | -5.9% |
| 3M | -25.1% | -31.3% | +6.2% | -9.3% |
| 6M | -25.0% | -52.1% | +27.1% | +9.7% |
| YTD | +10.1% | -25.9% | +35.9% | +17.5% |
| 1Y | +11.0% | -8.5% | +19.5% | +1.9% |
| 3Y | +195.0% | +165.5% | +29.4% | +23.7% |
| All | +195.0% | +166.5% | +28.4% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling