+245.4%
GE vs QID
-100.0%
+345.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +0.9% |
| 7D | -1.6% | -0.6% | -1.0% | -1.8% |
| 30D | -11.6% | 0.0% | -11.6% | -11.5% |
| 3M | +3.0% | +3.7% | -0.7% | +5.9% |
| 6M | -0.5% | -29.9% | +29.3% | -12.1% |
| YTD | +9.7% | -28.8% | +38.5% | -1.9% |
| 1Y | +20.0% | -37.2% | +57.2% | +2.8% |
| 3Y | +275.8% | -73.7% | +349.6% | +148.2% |
| 5Y | +429.1% | -80.7% | +509.8% | +255.3% |
| 10Y | +151.2% | -99.1% | +250.3% | -46.3% |
| All | +245.4% | -100.0% | +345.4% | -79.0% |
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 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