-22.0%
QID vs FGI
+38.7%
-60.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.0% | +3.2% | -1.9% |
| 7D | +9.8% | +3.3% | +6.4% | +9.9% |
| 30D | +18.9% | -2.0% | +21.0% | +18.9% |
| 3M | +9.6% | +60.3% | -50.7% | +13.0% |
| 6M | -7.8% | +0.7% | -8.6% | -5.7% |
| YTD | -23.3% | +30.2% | -53.5% | -19.0% |
| 1Y | -22.0% | +44.4% | -66.4% | -16.1% |
| All | -22.0% | +38.7% | -60.7% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling