-71.3%
QID vs GGLL
+166.5%
-237.9%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +1.8% |
| 7D | -7.1% | +7.7% | -14.8% | -4.2% |
| 30D | +12.6% | -30.2% | +42.9% | +0.3% |
| 3M | +14.2% | -31.3% | +45.5% | +1.7% |
| 6M | +6.2% | -52.1% | +58.3% | -16.4% |
| YTD | -21.8% | -25.9% | +4.1% | -22.3% |
| 1Y | -23.1% | -8.5% | -14.7% | -14.9% |
| 3Y | -71.3% | +165.5% | -236.9% | -35.7% |
| All | -71.3% | +166.5% | -237.9% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling