+632.4%
GEV vs QID
-63.6%
+696.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.4% | +2.3% |
| 7D | +1.6% | +1.3% | +0.4% | +2.7% |
| 30D | -7.9% | +2.9% | -10.9% | -5.5% |
| 3M | +5.6% | -0.7% | +6.3% | +8.6% |
| 6M | +13.1% | -29.7% | +42.7% | -7.1% |
| YTD | +46.7% | -27.9% | +74.6% | +23.8% |
| 1Y | +51.3% | -34.6% | +85.9% | +22.0% |
| All | +632.4% | -63.6% | +696.0% | +377.9% |
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