-54.8%
GTLB vs QID
-82.1%
+27.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -2.0% |
| 7D | -5.7% | +1.3% | -7.0% | -4.8% |
| 30D | +15.1% | +2.9% | +12.2% | +18.1% |
| 3M | +65.5% | -0.7% | +66.2% | +65.9% |
| 6M | +102.9% | -29.7% | +132.6% | +54.9% |
| YTD | +25.2% | -27.9% | +53.1% | -1.3% |
| 1Y | -5.5% | -34.6% | +29.0% | -30.6% |
| 3Y | -10.9% | -73.5% | +62.6% | -63.8% |
| All | -54.8% | -82.1% | +27.3% | -76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling