-81.0%
QID vs GFI
+524.1%
-605.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -2.0% |
| 7D | +1.3% | -4.9% | +6.1% | +0.5% |
| 30D | +2.9% | +10.7% | -7.8% | +4.8% |
| 3M | -0.7% | +25.6% | -26.3% | +3.7% |
| 6M | -29.7% | -8.3% | -21.4% | -28.7% |
| YTD | -27.9% | +6.3% | -34.2% | -25.1% |
| 1Y | -34.6% | +22.1% | -56.6% | -30.3% |
| 3Y | -73.5% | +289.2% | -362.7% | -66.1% |
| All | -81.0% | +524.1% | -605.1% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling