-25.2%
GIS vs QID
-80.2%
+55.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.3% | -5.4% | -3.1% |
| 7D | -8.4% | +2.7% | -11.2% | -8.5% |
| 30D | -5.2% | +3.3% | -8.5% | -5.3% |
| 3M | +8.2% | -5.5% | +13.7% | +8.2% |
| 6M | -12.0% | -28.4% | +16.4% | -11.7% |
| YTD | -18.9% | -26.6% | +7.7% | -18.6% |
| 1Y | -23.6% | -34.1% | +10.5% | -23.4% |
| 3Y | -37.6% | -73.7% | +36.1% | -38.3% |
| 5Y | -25.2% | -80.7% | +55.5% | -27.9% |
| All | -25.2% | -80.2% | +55.0% | -27.9% |
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