+23.2%
GH vs QID
-80.2%
+103.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.3% | -4.6% | -0.9% |
| 7D | -1.2% | +2.7% | -4.0% | +0.5% |
| 30D | -3.7% | +3.3% | -7.0% | -1.6% |
| 3M | +21.7% | -5.5% | +27.2% | +18.6% |
| 6M | +75.7% | -28.4% | +104.1% | +46.1% |
| YTD | +55.7% | -26.6% | +82.3% | +32.8% |
| 1Y | +181.1% | -34.1% | +215.3% | +123.6% |
| 3Y | +371.6% | -73.7% | +445.3% | +129.5% |
| 5Y | +23.2% | -80.7% | +103.9% | -33.7% |
| All | +23.2% | -80.2% | +103.4% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling