-54.6%
GTLB vs QID
-82.3%
+27.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.2% |
| 7D | +4.6% | -2.7% | +7.3% | +2.4% |
| 30D | +21.0% | +1.8% | +19.2% | +23.0% |
| 3M | +51.7% | -2.2% | +53.9% | +50.9% |
| 6M | +89.3% | -32.1% | +121.4% | +40.3% |
| YTD | +25.6% | -28.6% | +54.2% | -1.7% |
| 1Y | -1.5% | -36.3% | +34.8% | -29.2% |
| 3Y | -9.9% | -74.4% | +64.5% | -64.5% |
| All | -54.6% | -82.3% | +27.7% | -76.2% |
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