+561.8%
GWW vs QID
-99.2%
+660.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.2% |
| 7D | -3.4% | +1.3% | -4.6% | -3.0% |
| 30D | -1.9% | +2.9% | -4.9% | -1.0% |
| 3M | -2.4% | -0.7% | -1.7% | -2.0% |
| 6M | +15.7% | -29.7% | +45.4% | +5.7% |
| YTD | +27.6% | -27.9% | +55.5% | +17.8% |
| 1Y | +27.2% | -34.6% | +61.8% | +14.6% |
| 3Y | +89.7% | -73.5% | +163.2% | +38.5% |
| 5Y | +223.9% | -81.0% | +304.9% | +137.4% |
| All | +561.8% | -99.2% | +660.9% | +135.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling