-18.4%
CG vs QID
-78.0%
+59.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -4.0% |
| 7D | -3.8% | -1.1% | -2.7% | -3.5% |
| 30D | +7.5% | +14.4% | -6.9% | +17.2% |
| 3M | -14.4% | +6.7% | -21.0% | -9.8% |
| 6M | -15.7% | +2.6% | -18.2% | -11.8% |
| YTD | -29.0% | -24.2% | -4.8% | -36.5% |
| 1Y | -22.1% | -22.3% | +0.2% | -28.9% |
| 3Y | +49.1% | -72.0% | +121.2% | -11.9% |
| 5Y | -18.4% | -78.2% | +59.8% | -45.6% |
| All | -18.4% | -78.0% | +59.6% | -45.6% |
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