-99.1%
QID vs GAP
+27.6%
-126.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.1% | +4.4% | +1.7% |
| 7D | +2.7% | -6.3% | +9.1% | +0.9% |
| 30D | +3.3% | -0.2% | +3.6% | +3.5% |
| 3M | -5.5% | 0.0% | -5.5% | -5.0% |
| 6M | -28.4% | -8.1% | -20.3% | -29.1% |
| YTD | -26.6% | -16.5% | -10.1% | -28.6% |
| 1Y | -34.1% | -10.5% | -23.7% | -33.9% |
| 3Y | -73.7% | +104.0% | -177.7% | -61.7% |
| 5Y | -80.7% | +6.8% | -87.4% | -72.2% |
| All | -99.1% | +27.6% | -126.7% | -98.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling