-2.7%
GFS vs QID
-80.4%
+77.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.1% |
| 7D | +2.6% | -2.7% | +5.4% | +0.7% |
| 30D | -16.4% | +1.8% | -18.2% | -14.9% |
| 3M | -41.6% | -2.2% | -39.4% | -39.8% |
| 6M | -3.7% | -32.1% | +28.5% | -19.4% |
| YTD | +29.3% | -28.6% | +57.9% | +13.0% |
| 1Y | +37.1% | -36.3% | +73.4% | +13.1% |
| 3Y | -22.1% | -74.4% | +52.3% | -57.4% |
| All | -2.7% | -80.4% | +77.7% | -37.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling