-19.1%
QID vs GGLL
-16.8%
-2.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.5% | -9.3% | -6.1% |
| 7D | -0.8% | +6.3% | -7.1% | +1.3% |
| 30D | +20.1% | -35.1% | +55.2% | +8.0% |
| 3M | +11.8% | -37.7% | +49.5% | -0.1% |
| 6M | +5.5% | -54.1% | +59.6% | -13.0% |
| YTD | -21.5% | -29.4% | +7.9% | -19.8% |
| All | -19.1% | -16.8% | -2.3% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling