+281.8%
GE vs QID
-74.5%
+356.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.5% |
| 7D | +1.2% | -2.7% | +3.9% | +0.1% |
| 30D | -9.5% | +1.8% | -11.3% | -8.8% |
| 3M | +4.1% | -2.2% | +6.3% | +4.3% |
| 6M | +3.9% | -32.1% | +36.1% | -9.7% |
| YTD | +9.0% | -28.6% | +37.6% | -2.8% |
| 1Y | +21.9% | -36.3% | +58.3% | +4.5% |
| 3Y | +281.8% | -74.4% | +356.2% | +149.5% |
| All | +281.8% | -74.5% | +356.3% | +149.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling