-83.4%
QID vs FGI
-70.4%
-13.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.5% | -7.9% | -0.1% |
| 7D | -0.6% | +0.5% | -1.2% | -0.6% |
| 30D | 0.0% | +65.4% | -65.4% | +3.1% |
| 3M | +3.7% | +23.5% | -19.8% | +6.4% |
| 6M | -29.9% | +60.5% | -90.4% | -26.1% |
| YTD | -28.8% | +30.0% | -58.8% | -25.4% |
| 1Y | -37.2% | +82.1% | -119.2% | -32.0% |
| 3Y | -73.7% | -4.4% | -69.3% | -72.5% |
| All | -83.4% | -70.4% | -13.0% | -83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling