-20.1%
GFS vs QID
-71.4%
+51.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.6% | -5.3% | -0.7% |
| 7D | +7.4% | -7.1% | +14.5% | +2.2% |
| 30D | -15.3% | +12.6% | -27.9% | -4.6% |
| 3M | -21.1% | +14.2% | -35.3% | -9.5% |
| 6M | -44.5% | +6.2% | -50.7% | -36.1% |
| YTD | +19.2% | -21.8% | +41.0% | +14.5% |
| 1Y | +27.2% | -23.1% | +50.4% | +21.5% |
| 3Y | -20.1% | -71.3% | +51.2% | -61.4% |
| All | -20.1% | -71.4% | +51.3% | -61.4% |
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