-24.9%
GFS vs QID
-70.5%
+45.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.5% | +8.8% | +4.3% |
| 7D | -7.8% | +9.4% | -17.2% | -0.3% |
| 30D | -19.7% | +31.2% | -50.9% | +0.7% |
| 3M | -23.1% | +17.4% | -40.5% | -10.3% |
| 6M | -46.4% | +8.4% | -54.8% | -37.3% |
| YTD | +11.0% | -15.8% | +26.8% | +12.0% |
| 1Y | +12.6% | -16.3% | +29.0% | +14.1% |
| 3Y | -24.9% | -70.4% | +45.5% | -63.2% |
| All | -24.9% | -70.5% | +45.6% | -63.2% |
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