+719.2%
GD vs QID
-100.0%
+819.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.9% |
| 7D | -5.3% | -0.6% | -4.6% | -5.4% |
| 30D | -6.4% | 0.0% | -6.4% | -6.4% |
| 3M | +5.7% | +3.7% | +2.0% | +7.5% |
| 6M | -0.9% | -29.9% | +28.9% | -9.9% |
| YTD | +8.2% | -28.8% | +36.9% | -0.9% |
| 1Y | +13.4% | -37.2% | +50.6% | +0.6% |
| 3Y | +68.5% | -73.7% | +142.2% | +20.5% |
| 5Y | +97.2% | -80.7% | +177.9% | +40.3% |
| 10Y | +190.2% | -99.1% | +289.3% | -17.6% |
| All | +719.2% | -100.0% | +819.2% | -6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling