+10.3%
GLXY vs QID
-47.1%
+57.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.5% | -7.5% | -6.4% |
| 7D | +4.5% | -1.9% | +6.5% | +2.2% |
| 30D | +28.8% | +1.7% | +27.1% | +33.1% |
| 3M | -23.0% | -3.9% | -19.1% | -22.5% |
| 6M | +17.0% | -30.0% | +47.0% | -20.7% |
| YTD | +12.5% | -28.2% | +40.7% | -16.9% |
| 1Y | -5.4% | -35.6% | +30.3% | -35.0% |
| All | +10.3% | -47.1% | +57.4% | -35.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling