+35.8%
GFS vs QID
-38.2%
+74.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.2% |
| 7D | +1.0% | -0.6% | +1.6% | +0.5% |
| 30D | -8.6% | 0.0% | -8.6% | -7.9% |
| 3M | -46.5% | +3.7% | -50.3% | -41.4% |
| 6M | -4.8% | -29.9% | +25.0% | -19.5% |
| YTD | +29.7% | -28.8% | +58.4% | +11.6% |
| 1Y | +35.8% | -37.2% | +73.0% | +7.5% |
| All | +35.8% | -38.2% | +74.0% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling