-99.4%
QID vs GDDY
+390.3%
-489.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.5% | -0.8% |
| 7D | +1.3% | -3.2% | +4.5% | -0.5% |
| 30D | +2.9% | +6.8% | -3.9% | +7.4% |
| 3M | -0.7% | +30.5% | -31.2% | +17.5% |
| 6M | -29.7% | +13.3% | -43.0% | -23.6% |
| YTD | -27.9% | -21.0% | -6.9% | -38.2% |
| 1Y | -34.6% | -34.0% | -0.6% | -50.1% |
| 3Y | -73.5% | +33.1% | -106.6% | -64.0% |
| 5Y | -81.0% | +30.3% | -111.3% | -69.9% |
| 10Y | -99.2% | +205.5% | -304.7% | -97.5% |
| All | -99.4% | +390.3% | -489.7% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling