-21.1%
GIS vs QID
-99.2%
+78.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.4% |
| 7D | -6.4% | +1.3% | -7.6% | -6.3% |
| 30D | -6.1% | +2.9% | -9.0% | -5.9% |
| 3M | +7.8% | -0.7% | +8.6% | +7.9% |
| 6M | -8.8% | -29.7% | +20.9% | -10.7% |
| YTD | -19.1% | -27.9% | +8.7% | -20.7% |
| 1Y | -24.8% | -34.6% | +9.8% | -26.7% |
| 3Y | -37.6% | -73.5% | +36.0% | -43.1% |
| 5Y | -25.4% | -81.0% | +55.6% | -32.2% |
| All | -21.1% | -99.2% | +78.1% | -54.4% |
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 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