-80.8%
QID vs GAP
+6.6%
-87.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | -1.0% |
| 7D | -1.9% | -3.2% | +1.2% | -2.9% |
| 30D | +1.7% | -0.7% | +2.4% | +1.7% |
| 3M | -3.9% | -0.5% | -3.4% | -3.5% |
| 6M | -30.0% | -5.0% | -25.0% | -30.0% |
| YTD | -28.2% | -14.7% | -13.6% | -30.1% |
| 1Y | -35.6% | -8.6% | -27.0% | -35.1% |
| 3Y | -74.3% | +108.4% | -182.6% | -58.8% |
| 5Y | -80.8% | +5.8% | -86.6% | -66.9% |
| All | -80.8% | +6.6% | -87.4% | -66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling