+195.0%
TQQQ vs GLD
+98.1%
+96.8%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.8% | -3.8% |
| 7D | +10.4% | -4.6% | +15.0% | +13.5% |
| 30D | -22.2% | -5.5% | -16.7% | -19.5% |
| 3M | -25.1% | -10.9% | -14.2% | -19.9% |
| 6M | -25.0% | -17.4% | -7.6% | -16.8% |
| YTD | +10.1% | -10.3% | +20.4% | +18.6% |
| 1Y | +11.0% | -7.2% | +18.2% | +18.0% |
| 3Y | +195.0% | +96.9% | +98.1% | +87.6% |
| All | +195.0% | +98.1% | +96.8% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLD.
Daily Out/Under-Performance
Portfolio return minus GLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLD 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 GLD 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