+8.2%
GD vs QID
-21.1%
+29.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.7% | -2.6% |
| 7D | +3.0% | +9.8% | -6.8% | +3.0% |
| 30D | +10.5% | +18.9% | -8.4% | +10.9% |
| 3M | -5.0% | +9.6% | -14.5% | -4.9% |
| 6M | +5.5% | -7.8% | +13.3% | +3.1% |
| YTD | +10.3% | -23.3% | +33.7% | +4.9% |
| 1Y | +8.2% | -22.0% | +30.2% | +3.4% |
| All | +8.2% | -21.1% | +29.2% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling