+230.7%
GM vs QID
-99.9%
+330.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.2% |
| 7D | -1.1% | -1.9% | +0.8% | -1.9% |
| 30D | -4.6% | +1.7% | -6.3% | -3.8% |
| 3M | +0.2% | -3.9% | +4.1% | -0.3% |
| 6M | +12.6% | -30.0% | +42.6% | -0.7% |
| YTD | +3.7% | -28.2% | +31.9% | -7.1% |
| 1Y | +45.6% | -35.6% | +81.3% | +25.4% |
| 3Y | +162.0% | -74.3% | +236.2% | +65.2% |
| 5Y | +80.5% | -80.8% | +161.3% | +19.3% |
| 10Y | +231.3% | -99.2% | +330.5% | -32.8% |
| All | +230.7% | -99.9% | +330.6% | -73.9% |
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