+16.4%
GS vs QID
-19.3%
+35.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +1.1% |
| 7D | +1.6% | +1.8% | -0.2% | +3.3% |
| 30D | +1.7% | +21.6% | -20.0% | +13.2% |
| 3M | -11.6% | +12.6% | -24.2% | -4.8% |
| 6M | -1.9% | +6.9% | -8.8% | +4.7% |
| YTD | +5.1% | -20.5% | +25.6% | -3.1% |
| 1Y | +16.4% | -18.1% | +34.5% | +10.2% |
| All | +16.4% | -19.3% | +35.7% | +10.2% |
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