+742.9%
GS vs QID
-100.0%
+842.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.2% | -1.6% |
| 7D | -3.2% | +9.4% | -12.6% | +1.9% |
| 30D | -2.4% | +31.2% | -33.7% | +13.2% |
| 3M | -15.7% | +17.4% | -33.2% | -7.2% |
| 6M | -6.8% | +8.4% | -15.2% | +1.0% |
| YTD | -0.1% | -15.8% | +15.7% | -2.9% |
| 1Y | +12.1% | -16.3% | +28.4% | +9.2% |
| 3Y | +185.8% | -70.4% | +256.2% | +85.3% |
| 5Y | +140.1% | -74.8% | +214.9% | +70.1% |
| 10Y | +505.2% | -99.0% | +604.3% | -7.8% |
| All | +742.9% | -100.0% | +842.9% | -72.5% |
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 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