-12.1%
GTLB vs QID
-73.9%
+61.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.5% |
| 7D | -6.6% | -1.9% | -4.6% | -7.6% |
| 30D | +13.7% | +1.7% | +12.0% | +15.1% |
| 3M | +52.9% | -3.9% | +56.8% | +51.1% |
| 6M | +88.5% | -30.0% | +118.5% | +54.0% |
| YTD | +23.4% | -28.2% | +51.7% | +3.6% |
| 1Y | -3.8% | -35.6% | +31.8% | -24.0% |
| All | -12.1% | -73.9% | +61.7% | -57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling