+388.8%
GH vs QID
-97.5%
+486.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.7% | -2.1% |
| 7D | -2.5% | +1.3% | -3.8% | -1.8% |
| 30D | -4.7% | +2.9% | -7.6% | -3.0% |
| 3M | +20.2% | -0.7% | +20.9% | +21.0% |
| 6M | +78.8% | -29.7% | +108.5% | +49.9% |
| YTD | +54.1% | -27.9% | +82.0% | +32.3% |
| 1Y | +177.1% | -34.6% | +211.6% | +125.3% |
| 3Y | +371.6% | -73.5% | +445.2% | +157.1% |
| 5Y | +21.9% | -81.0% | +102.9% | -27.1% |
| All | +388.8% | -97.5% | +486.3% | +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 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