+104.6%
GD vs QID
-78.0%
+182.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.6% | -0.7% |
| 7D | +0.6% | -1.1% | +1.8% | +0.7% |
| 30D | +9.5% | +14.4% | -4.9% | +11.7% |
| 3M | -5.8% | +6.7% | -12.5% | -4.8% |
| 6M | +7.7% | +2.6% | +5.1% | +8.7% |
| YTD | +11.1% | -24.2% | +35.2% | +7.3% |
| 1Y | +6.1% | -22.3% | +28.4% | +3.1% |
| 3Y | +59.8% | -72.0% | +131.9% | +36.1% |
| 5Y | +104.6% | -78.2% | +182.8% | +71.2% |
| All | +104.6% | -78.0% | +182.6% | +71.2% |
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