-33.4%
GLXY vs QID
-43.9%
+10.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.5% | -4.2% |
| 7D | +16.9% | -11.8% | +28.8% | +0.5% |
| 30D | -23.0% | +14.2% | -37.2% | -1.7% |
| 3M | -28.0% | +8.8% | -36.8% | -11.9% |
| 6M | -51.6% | +1.5% | -53.1% | -42.0% |
| YTD | -32.1% | -23.8% | -8.3% | -41.1% |
| 1Y | -51.5% | -22.0% | -29.5% | -55.2% |
| All | -33.4% | -43.9% | +10.4% | -54.3% |
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 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