+165.2%
GD vs QID
-99.0%
+264.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | +0.6% |
| 7D | +2.7% | -7.1% | +9.8% | +1.2% |
| 30D | +8.6% | +12.6% | -4.0% | +11.6% |
| 3M | -7.1% | +14.2% | -21.3% | -4.1% |
| 6M | +7.5% | +6.2% | +1.3% | +9.7% |
| YTD | +9.9% | -21.8% | +31.7% | +5.5% |
| 1Y | +7.6% | -23.1% | +30.7% | +3.0% |
| 3Y | +56.2% | -71.3% | +127.5% | +24.5% |
| 5Y | +100.6% | -77.0% | +177.6% | +64.8% |
| All | +165.2% | -99.0% | +264.2% | +8.4% |
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 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