-24.8%
GIS vs QID
-34.8%
+10.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.1% |
| 7D | -6.4% | +1.3% | -7.6% | -6.6% |
| 30D | -6.1% | +2.9% | -9.0% | -6.7% |
| 3M | +7.8% | -0.7% | +8.6% | +7.5% |
| 6M | -8.8% | -29.7% | +20.9% | -4.3% |
| YTD | -19.1% | -27.9% | +8.7% | -16.0% |
| 1Y | -24.8% | -34.6% | +9.8% | -19.7% |
| All | -24.8% | -34.8% | +10.0% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling