+155.6%
GS vs QID
-76.9%
+232.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | +1.3% |
| 7D | +5.9% | -7.1% | +13.0% | +3.2% |
| 30D | +4.3% | +12.6% | -8.3% | +10.3% |
| 3M | -11.7% | +14.2% | -25.9% | -5.7% |
| 6M | -3.2% | +6.2% | -9.4% | +2.4% |
| YTD | +5.8% | -21.8% | +27.6% | +1.5% |
| 1Y | +16.0% | -23.1% | +39.2% | +11.0% |
| 3Y | +199.8% | -71.3% | +271.1% | +125.6% |
| All | +155.6% | -76.9% | +232.4% | +94.4% |
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