+2,374.4%
GWW vs QID
-100.0%
+2,474.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -2.9% | -2.6% |
| 7D | -1.5% | -2.7% | +1.2% | -2.4% |
| 30D | +1.1% | +1.8% | -0.7% | +1.8% |
| 3M | -1.0% | -2.2% | +1.2% | -1.1% |
| 6M | +16.3% | -32.1% | +48.4% | +3.3% |
| YTD | +28.5% | -28.6% | +57.1% | +16.5% |
| 1Y | +30.3% | -36.3% | +66.6% | +14.1% |
| 3Y | +91.6% | -74.4% | +166.0% | +30.7% |
| 5Y | +224.0% | -80.8% | +304.7% | +124.6% |
| 10Y | +551.3% | -99.1% | +650.4% | +74.2% |
| All | +2,374.4% | -100.0% | +2,474.4% | +141.7% |
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