-30.0%
GLXY vs QID
-44.2%
+14.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -4.6% | +17.8% | +7.0% |
| 7D | +14.3% | -1.1% | +15.4% | +15.1% |
| 30D | -19.6% | +14.4% | -34.0% | +2.8% |
| 3M | -20.7% | +6.7% | -27.3% | -5.4% |
| 6M | -49.6% | +2.6% | -52.2% | -38.6% |
| YTD | -28.6% | -24.2% | -4.4% | -38.5% |
| 1Y | -48.0% | -22.3% | -25.8% | -52.3% |
| All | -30.0% | -44.2% | +14.2% | -52.2% |
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 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