-99.1%
QID vs GFI
+1,093.3%
-1,192.5%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.7% |
| 7D | +1.3% | -2.7% | +4.0% | +1.0% |
| 30D | +2.9% | +13.2% | -10.3% | +4.4% |
| 3M | -0.7% | +28.5% | -29.2% | +2.4% |
| 6M | -29.7% | -6.2% | -23.5% | -28.9% |
| YTD | -27.9% | +8.7% | -36.6% | -25.8% |
| 1Y | -34.6% | +24.8% | -59.4% | -31.5% |
| 3Y | -73.5% | +298.0% | -371.6% | -68.9% |
| 5Y | -81.0% | +546.0% | -627.0% | -76.2% |
| All | -99.1% | +1,093.3% | -1,192.5% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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