-84.7%
QID vs GGLL
+328.4%
-413.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.2% |
| 7D | -2.7% | +1.9% | -4.6% | -1.8% |
| 30D | +1.8% | -9.7% | +11.5% | -2.8% |
| 3M | -2.2% | -18.0% | +15.9% | -8.3% |
| 6M | -32.1% | +15.3% | -47.4% | -21.1% |
| YTD | -28.6% | +2.2% | -30.8% | -21.3% |
| 1Y | -36.3% | +73.1% | -109.4% | -3.8% |
| 3Y | -74.4% | +242.7% | -317.1% | -23.3% |
| All | -84.7% | +328.4% | -413.1% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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