-83.2%
QID vs GGLL
+195.8%
-279.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.5% | -9.3% | -5.7% |
| 7D | -0.8% | +6.3% | -7.1% | +2.5% |
| 30D | +20.1% | -35.1% | +55.2% | +1.0% |
| 3M | +11.8% | -37.7% | +49.5% | -7.0% |
| 6M | +5.5% | -54.1% | +59.6% | -22.1% |
| YTD | -21.5% | -29.4% | +7.9% | -24.8% |
| 1Y | -22.6% | -13.4% | -9.2% | -15.8% |
| 3Y | -72.3% | +158.3% | -230.6% | -24.9% |
| All | -83.2% | +195.8% | -279.0% | -39.7% |
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