-19.9%
GFS vs QID
-74.8%
+54.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.3% |
| 7D | +1.0% | -0.6% | +1.6% | +0.6% |
| 30D | -8.6% | 0.0% | -8.6% | -8.0% |
| 3M | -46.5% | +3.7% | -50.3% | -42.0% |
| 6M | -4.8% | -29.9% | +25.0% | -18.9% |
| YTD | +29.7% | -28.8% | +58.4% | +12.6% |
| 1Y | +35.8% | -37.2% | +73.0% | +10.3% |
| All | -19.9% | -74.8% | +54.9% | -57.2% |
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