-12.3%
GFS vs QID
-78.5%
+66.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.8% | +11.7% | +0.1% |
| 7D | -3.1% | -0.8% | -2.4% | -2.3% |
| 30D | -16.0% | +20.1% | -36.1% | -2.3% |
| 3M | -24.7% | +11.8% | -36.5% | -15.8% |
| 6M | -45.1% | +5.5% | -50.7% | -37.7% |
| YTD | +16.5% | -21.5% | +38.0% | +11.9% |
| 1Y | +19.3% | -22.6% | +42.0% | +14.5% |
| 3Y | -20.0% | -72.3% | +52.3% | -52.8% |
| 5Y | -32.0% | -76.9% | +44.9% | -48.9% |
| All | -12.3% | -78.5% | +66.1% | -37.8% |
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