+59.8%
GD vs QID
-71.8%
+131.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.8% | +9.1% | +1.5% |
| 7D | -3.0% | -0.8% | -2.3% | -3.0% |
| 30D | +9.3% | +20.1% | -10.8% | +11.7% |
| 3M | -7.2% | +11.8% | -19.0% | -5.9% |
| 6M | +5.5% | +5.5% | -0.1% | +6.4% |
| YTD | +9.5% | -21.5% | +31.0% | +5.9% |
| 1Y | +6.4% | -22.6% | +29.1% | +2.9% |
| 3Y | +59.8% | -72.3% | +132.1% | +37.7% |
| All | +59.8% | -71.8% | +131.7% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling