+163.2%
GIS vs QID
-100.0%
+263.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +2.7% |
| 7D | -3.4% | -7.1% | +3.8% | -4.1% |
| 30D | +6.9% | +12.6% | -5.8% | +8.4% |
| 3M | -10.1% | +14.2% | -24.4% | -8.7% |
| 6M | +5.9% | +6.2% | -0.3% | +6.8% |
| YTD | -21.1% | -21.8% | +0.7% | -23.2% |
| 1Y | -22.5% | -23.1% | +0.6% | -24.7% |
| 3Y | -39.0% | -71.3% | +32.3% | -47.3% |
| 5Y | -33.3% | -77.0% | +43.7% | -41.7% |
| 10Y | -17.0% | -99.0% | +82.0% | -54.4% |
| All | +163.2% | -100.0% | +263.2% | -7.5% |
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