-100.0%
QID vs GAP
+132.5%
-232.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.8% | -0.2% |
| 7D | -0.6% | -4.5% | +3.8% | -2.3% |
| 30D | 0.0% | +9.0% | -9.0% | +3.7% |
| 3M | +3.7% | +5.0% | -1.3% | +6.3% |
| 6M | -29.9% | -17.8% | -12.0% | -33.7% |
| YTD | -28.8% | -10.4% | -18.4% | -29.9% |
| 1Y | -37.2% | -3.4% | -33.8% | -35.4% |
| 3Y | -73.7% | +111.5% | -185.2% | -56.2% |
| 5Y | -80.7% | +8.8% | -89.6% | -70.2% |
| 10Y | -99.1% | +32.9% | -132.0% | -97.9% |
| All | -100.0% | +132.5% | -232.5% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling