+49.0%
CG vs QID
-73.9%
+122.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -3.7% |
| 7D | -6.4% | -1.9% | -4.5% | -7.4% |
| 30D | -7.1% | +1.7% | -8.8% | -5.9% |
| 3M | -1.6% | -3.9% | +2.3% | -2.1% |
| 6M | -8.3% | -30.0% | +21.7% | -23.6% |
| YTD | -23.8% | -28.2% | +4.4% | -34.9% |
| 1Y | -28.7% | -35.6% | +6.9% | -42.4% |
| All | +49.0% | -73.9% | +122.9% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling