-100.0%
QID vs GFI
+239.2%
-339.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.9% | +5.2% | +1.9% |
| 7D | +2.7% | -5.1% | +7.9% | +2.0% |
| 30D | +3.3% | +13.4% | -10.1% | +5.4% |
| 3M | -5.5% | +36.2% | -41.8% | -0.3% |
| 6M | -28.4% | -9.8% | -18.6% | -27.9% |
| YTD | -26.6% | +7.7% | -34.2% | -23.6% |
| 1Y | -34.1% | +27.2% | -61.3% | -29.2% |
| 3Y | -73.7% | +300.3% | -374.0% | -65.6% |
| 5Y | -80.7% | +539.8% | -620.4% | -71.6% |
| 10Y | -99.1% | +1,058.5% | -1,157.6% | -98.5% |
| All | -100.0% | +239.2% | -339.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling