+627.7%
GEV vs QID
-63.8%
+691.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -1.7% |
| 7D | +3.2% | -1.9% | +5.1% | +1.8% |
| 30D | -4.0% | +1.7% | -5.7% | -2.4% |
| 3M | +3.4% | -3.9% | +7.3% | +4.3% |
| 6M | +14.7% | -30.0% | +44.7% | -6.2% |
| YTD | +45.8% | -28.2% | +74.0% | +22.4% |
| 1Y | +57.4% | -35.6% | +93.0% | +25.2% |
| All | +627.7% | -63.8% | +691.4% | +372.6% |
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