+911.1%
GS vs QID
-100.0%
+1,011.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | -0.1% |
| 7D | +0.9% | -0.6% | +1.6% | +0.7% |
| 30D | -1.6% | 0.0% | -1.6% | -1.4% |
| 3M | -4.5% | +3.7% | -8.2% | -0.4% |
| 6M | +20.9% | -29.9% | +50.7% | +4.9% |
| YTD | +19.9% | -28.8% | +48.7% | +5.6% |
| 1Y | +41.4% | -37.2% | +78.6% | +18.1% |
| 3Y | +239.2% | -73.7% | +312.9% | +105.7% |
| 5Y | +185.0% | -80.7% | +265.8% | +73.8% |
| 10Y | +655.0% | -99.1% | +754.1% | +7.7% |
| All | +911.1% | -100.0% | +1,011.1% | -70.1% |
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