-73.5%
QID vs GDDY
+30.8%
-104.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.5% | -1.3% |
| 7D | +1.3% | -3.2% | +4.5% | +0.5% |
| 30D | +2.9% | +6.8% | -3.9% | +5.1% |
| 3M | -0.7% | +30.5% | -31.2% | +9.9% |
| 6M | -29.7% | +13.3% | -43.0% | -26.1% |
| YTD | -27.9% | -21.0% | -6.9% | -38.4% |
| 1Y | -34.6% | -34.0% | -0.6% | -50.0% |
| 3Y | -73.5% | +33.1% | -106.6% | -67.3% |
| All | -73.5% | +30.8% | -104.3% | -67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling