+151.2%
GE vs QID
-99.1%
+250.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.3% |
| 7D | +5.1% | -11.8% | +16.9% | +0.8% |
| 30D | +7.6% | +14.2% | -6.7% | +13.6% |
| 3M | -9.3% | +8.8% | -18.1% | -5.6% |
| 6M | +11.5% | +1.5% | +10.0% | +14.6% |
| YTD | +7.9% | -23.8% | +31.6% | +1.4% |
| 1Y | +7.6% | -22.0% | +29.6% | +2.4% |
| 3Y | +265.9% | -71.9% | +337.7% | +166.4% |
| 5Y | +405.9% | -77.6% | +483.5% | +287.8% |
| All | +151.2% | -99.1% | +250.3% | -10.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling