+56.2%
AG vs QID
-80.8%
+136.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -3.7% |
| 7D | -6.7% | +1.3% | -8.0% | -6.2% |
| 30D | +2.2% | +2.9% | -0.8% | +3.7% |
| 3M | +15.7% | -0.7% | +16.4% | +17.6% |
| 6M | -23.8% | -29.7% | +5.9% | -30.6% |
| YTD | +17.6% | -27.9% | +45.5% | +9.3% |
| 1Y | +88.6% | -34.6% | +123.2% | +71.7% |
| 3Y | +253.4% | -73.5% | +327.0% | +157.4% |
| All | +56.2% | -80.8% | +136.9% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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