+183.7%
GIS vs QID
-100.0%
+283.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.8% | -1.5% |
| 7D | -8.3% | -2.7% | -5.5% | -8.6% |
| 30D | +2.2% | +1.8% | +0.4% | +2.4% |
| 3M | +15.7% | -2.2% | +17.9% | +15.6% |
| 6M | -12.0% | -32.1% | +20.2% | -15.8% |
| YTD | -15.0% | -28.6% | +13.6% | -18.1% |
| 1Y | -20.1% | -36.3% | +16.2% | -24.1% |
| 3Y | -34.6% | -74.4% | +39.8% | -44.2% |
| 5Y | -22.8% | -80.8% | +57.9% | -34.1% |
| 10Y | -18.5% | -99.1% | +80.6% | -55.6% |
| All | +183.7% | -100.0% | +283.7% | -1.3% |
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