-2.5%
GS vs QID
+1.8%
-4.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -2.0% | -1.2% |
| 7D | +5.1% | -11.8% | +16.9% | -0.5% |
| 30D | +2.4% | +14.2% | -11.8% | +10.2% |
| 3M | -11.5% | +8.8% | -20.3% | -6.6% |
| 6M | -2.5% | +1.5% | -4.0% | +0.5% |
| All | -2.5% | +1.8% | -4.3% | +0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling