+7.0%
GD vs QID
-19.3%
+26.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.5% |
| 7D | -1.9% | +1.8% | -3.6% | -1.8% |
| 30D | +10.9% | +21.6% | -10.7% | +11.2% |
| 3M | -6.8% | +12.6% | -19.4% | -6.7% |
| 6M | +7.0% | +6.9% | +0.1% | +6.1% |
| YTD | +11.1% | -20.5% | +31.6% | +5.5% |
| 1Y | +7.0% | -18.1% | +25.1% | +2.4% |
| All | +7.0% | -19.3% | +26.3% | +2.4% |
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