+606.9%
GEV vs QID
-62.9%
+669.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.3% | -5.2% | -1.2% |
| 7D | -1.9% | +2.7% | -4.7% | +0.1% |
| 30D | -8.7% | +3.3% | -12.0% | -6.1% |
| 3M | +6.6% | -5.5% | +12.1% | +6.1% |
| 6M | +10.2% | -28.4% | +38.6% | -8.3% |
| YTD | +41.6% | -26.6% | +68.2% | +21.0% |
| 1Y | +43.9% | -34.1% | +78.0% | +16.5% |
| All | +606.9% | -62.9% | +669.8% | +367.0% |
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 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