+16,594.3%
TQQQ vs GWRE
+741.3%
+15,853.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.1% |
| 7D | -1.9% | -13.2% | +11.3% | +9.0% |
| 30D | -4.9% | -18.6% | +13.7% | +6.6% |
| 3M | -6.4% | +18.9% | -25.3% | -28.9% |
| 6M | +44.4% | -11.0% | +55.4% | +30.9% |
| YTD | +35.2% | -29.9% | +65.1% | +46.7% |
| 1Y | +49.5% | -44.3% | +93.8% | +98.7% |
| 3Y | +250.7% | +51.7% | +199.0% | +63.8% |
| 5Y | +104.7% | +15.4% | +89.3% | +33.4% |
| 10Y | +3,029.5% | +129.4% | +2,900.1% | +1,329.0% |
| All | +16,594.3% | +741.3% | +15,853.0% | +5,297.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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