+150.4%
GS vs QQQI
+52.8%
+97.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.1% |
| 7D | +5.1% | +5.6% | -0.5% | -1.0% |
| 30D | +2.4% | -6.5% | +8.9% | +10.3% |
| 3M | -11.5% | -3.4% | -8.1% | -8.1% |
| 6M | -2.5% | -1.6% | -0.9% | -0.8% |
| YTD | +5.5% | +7.8% | -2.4% | -2.9% |
| 1Y | +11.0% | +8.1% | +3.0% | +2.1% |
| All | +150.4% | +52.8% | +97.6% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQI.
Daily Out/Under-Performance
Portfolio return minus QQQI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQI 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 QQQI 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