+450.1%
TQQQ vs GGLL
+328.7%
+121.4%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +2.1% |
| 7D | +0.7% | -4.8% | +5.5% | +4.1% |
| 30D | -0.6% | -13.7% | +13.0% | +9.3% |
| 3M | -14.9% | -21.9% | +7.0% | -2.7% |
| 6M | +44.6% | +11.7% | +32.9% | +21.1% |
| YTD | +37.8% | +2.3% | +35.5% | +22.0% |
| 1Y | +59.2% | +76.2% | -17.0% | -11.6% |
| 3Y | +254.1% | +245.0% | +9.1% | -7.7% |
| All | +450.1% | +328.7% | +121.4% | +16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling