+271.0%
CG vs QID
-99.1%
+370.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -4.0% |
| 7D | -1.5% | -11.8% | +10.3% | -7.3% |
| 30D | +5.7% | +14.2% | -8.5% | +14.3% |
| 3M | -17.9% | +8.8% | -26.7% | -13.0% |
| 6M | -20.2% | +1.5% | -21.7% | -17.1% |
| YTD | -32.0% | -23.8% | -8.2% | -38.0% |
| 1Y | -27.0% | -22.0% | -5.0% | -32.3% |
| 3Y | +42.8% | -71.9% | +114.7% | -8.7% |
| 5Y | -23.4% | -77.6% | +54.1% | -45.7% |
| All | +271.0% | -99.1% | +370.0% | -2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling