-73.7%
QID vs GME
+11.4%
-85.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.3% | -4.8% | +0.8% |
| 7D | -1.9% | +4.8% | -6.8% | -1.6% |
| 30D | +1.7% | +5.9% | -4.1% | +2.1% |
| 3M | -3.9% | -10.7% | +6.8% | -4.6% |
| 6M | -30.0% | -19.8% | -10.2% | -30.8% |
| YTD | -28.2% | -0.9% | -27.3% | -28.0% |
| 1Y | -35.6% | -15.7% | -20.0% | -36.0% |
| All | -73.7% | +11.4% | -85.1% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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