+371.1%
GH vs QID
-97.3%
+468.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.7% | -0.5% |
| 7D | +0.6% | -7.1% | +7.7% | -3.3% |
| 30D | -6.9% | +12.6% | -19.6% | +1.5% |
| 3M | -4.9% | +14.2% | -19.2% | +4.7% |
| 6M | +54.1% | +6.2% | +47.9% | +65.7% |
| YTD | +48.5% | -21.8% | +70.3% | +36.2% |
| 1Y | +61.2% | -23.1% | +84.3% | +46.8% |
| 3Y | +570.3% | -71.3% | +641.7% | +286.6% |
| 5Y | +46.1% | -77.0% | +123.1% | -1.7% |
| All | +371.1% | -97.3% | +468.4% | +41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling