+448.5%
TQQQ vs GGLL
+328.4%
+120.2%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +4.4% | +1.9% | +2.5% | +3.0% |
| 30D | -3.1% | -9.7% | +6.6% | +3.4% |
| 3M | -5.2% | -18.0% | +12.8% | +4.6% |
| 6M | +52.4% | +15.3% | +37.1% | +24.5% |
| YTD | +37.4% | +2.2% | +35.2% | +21.7% |
| 1Y | +56.0% | +73.1% | -17.1% | -12.1% |
| 3Y | +268.7% | +242.7% | +26.0% | -3.2% |
| All | +448.5% | +328.4% | +120.2% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling