+27,465.3%
TQQQ vs GS
+692.4%
+26,772.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.3% |
| 7D | -6.6% | +1.6% | -8.2% | -7.2% |
| 30D | -30.4% | +1.7% | -32.1% | -30.6% |
| 3M | -23.2% | -11.6% | -11.6% | -8.8% |
| 6M | -25.5% | -1.9% | -23.6% | -22.5% |
| YTD | +7.9% | +5.1% | +2.9% | +2.2% |
| 1Y | +1.1% | +16.4% | -15.3% | -16.2% |
| 3Y | +186.6% | +199.0% | -12.3% | -25.8% |
| 5Y | +49.5% | +157.4% | -107.9% | -48.3% |
| 10Y | +2,312.6% | +457.2% | +1,855.4% | +243.7% |
| All | +27,465.3% | +692.4% | +26,772.9% | +2,623.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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