+174.0%
GD vs QID
-99.0%
+273.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.7% |
| 7D | -1.9% | +1.8% | -3.6% | -1.3% |
| 30D | +10.9% | +21.6% | -10.7% | +15.8% |
| 3M | -6.8% | +12.6% | -19.4% | -4.1% |
| 6M | +7.0% | +6.9% | +0.1% | +9.4% |
| YTD | +11.1% | -20.5% | +31.6% | +7.0% |
| 1Y | +7.0% | -18.1% | +25.1% | +3.9% |
| 3Y | +59.9% | -70.7% | +130.6% | +28.1% |
| 5Y | +102.5% | -77.2% | +179.7% | +65.6% |
| 10Y | +174.0% | -99.0% | +273.1% | +14.5% |
| All | +174.0% | -99.0% | +273.0% | +14.5% |
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