-22.0%
QID vs GAP
+10.4%
-32.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.0% | -9.8% | -0.5% |
| 7D | +9.8% | +8.0% | +1.8% | +11.2% |
| 30D | +18.9% | +2.7% | +16.2% | +19.5% |
| 3M | +9.6% | +16.0% | -6.4% | +12.8% |
| 6M | -7.8% | +2.0% | -9.8% | -6.8% |
| YTD | -23.3% | -4.4% | -18.9% | -22.5% |
| 1Y | -22.0% | +9.2% | -31.2% | -17.5% |
| All | -22.0% | +10.4% | -32.4% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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