+97.2%
GD vs QID
-80.8%
+178.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | -5.3% | -0.6% | -4.6% | -5.3% |
| 30D | -6.4% | 0.0% | -6.4% | -6.4% |
| 3M | +5.7% | +3.7% | +2.0% | +6.6% |
| 6M | -0.9% | -29.9% | +28.9% | -5.6% |
| YTD | +8.2% | -28.8% | +36.9% | +3.4% |
| 1Y | +13.4% | -37.2% | +50.6% | +6.7% |
| 3Y | +68.5% | -73.7% | +142.2% | +42.5% |
| All | +97.2% | -80.8% | +178.0% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling