-55.2%
GLXY vs QID
-21.1%
-34.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -1.8% | -15.2% | -19.5% |
| 7D | -26.8% | +9.8% | -36.6% | -15.6% |
| 30D | -38.3% | +18.9% | -57.2% | -18.5% |
| 3M | -36.9% | +9.6% | -46.5% | -23.3% |
| 6M | -52.1% | -7.8% | -44.3% | -51.4% |
| YTD | -37.5% | -23.3% | -14.2% | -47.5% |
| 1Y | -55.2% | -22.0% | -33.2% | -60.2% |
| All | -55.2% | -21.1% | -34.1% | -60.2% |
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