-99.1%
QID vs GDDY
+207.2%
-306.4%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.5% | -0.6% |
| 7D | +1.3% | -3.2% | +4.5% | -0.8% |
| 30D | +2.9% | +6.8% | -3.9% | +8.0% |
| 3M | -0.7% | +30.5% | -31.2% | +20.5% |
| 6M | -29.7% | +13.3% | -43.0% | -22.9% |
| YTD | -27.9% | -21.0% | -6.9% | -40.7% |
| 1Y | -34.6% | -34.0% | -0.6% | -53.4% |
| 3Y | -73.5% | +33.1% | -106.6% | -61.8% |
| 5Y | -81.0% | +30.3% | -111.3% | -67.1% |
| All | -99.1% | +207.2% | -306.4% | -96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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