+139.3%
GS vs QID
-74.8%
+214.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.2% | -1.3% |
| 7D | -3.2% | +9.4% | -12.6% | +0.6% |
| 30D | -2.4% | +31.2% | -33.7% | +9.0% |
| 3M | -15.7% | +17.4% | -33.2% | -9.3% |
| 6M | -6.8% | +8.4% | -15.2% | -0.8% |
| YTD | -0.1% | -15.8% | +15.7% | -1.6% |
| 1Y | +12.1% | -16.3% | +28.4% | +10.6% |
| 3Y | +185.8% | -70.4% | +256.2% | +117.9% |
| All | +139.3% | -74.8% | +214.1% | +88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling