+93.8%
GD vs QID
-74.8%
+168.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -1.0% |
| 7D | -5.0% | +9.4% | -14.4% | -3.7% |
| 30D | +8.9% | +31.2% | -22.3% | +13.2% |
| 3M | -8.0% | +17.4% | -25.5% | -5.9% |
| 6M | +2.9% | +8.4% | -5.5% | +4.4% |
| YTD | +7.1% | -15.8% | +22.8% | +4.9% |
| 1Y | +5.9% | -16.3% | +22.3% | +3.8% |
| 3Y | +53.9% | -70.4% | +124.3% | +31.8% |
| All | +93.8% | -74.8% | +168.6% | +65.0% |
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