+188.5%
GD vs QID
-99.0%
+287.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -1.2% |
| 7D | -5.0% | +9.4% | -14.4% | -3.0% |
| 30D | +8.9% | +31.2% | -22.3% | +15.5% |
| 3M | -8.0% | +17.4% | -25.5% | -4.7% |
| 6M | +2.9% | +8.4% | -5.5% | +5.3% |
| YTD | +7.1% | -15.8% | +22.8% | +4.2% |
| 1Y | +5.9% | -16.3% | +22.3% | +3.2% |
| 3Y | +53.9% | -70.4% | +124.3% | +23.3% |
| 5Y | +95.4% | -74.8% | +170.2% | +63.7% |
| All | +188.5% | -99.0% | +287.5% | +25.6% |
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 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