-100.0%
QID vs GME
+508.1%
-608.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.1% |
| 7D | -2.7% | +0.4% | -3.2% | -2.7% |
| 30D | +1.8% | -1.4% | +3.2% | +1.7% |
| 3M | -2.2% | -15.1% | +13.0% | -3.9% |
| 6M | -32.1% | -22.5% | -9.6% | -33.7% |
| YTD | -28.6% | -5.9% | -22.6% | -28.6% |
| 1Y | -36.3% | -18.6% | -17.7% | -37.1% |
| 3Y | -74.4% | +6.7% | -81.1% | -69.9% |
| 5Y | -80.8% | -62.0% | -18.8% | -77.2% |
| 10Y | -99.1% | +239.5% | -338.6% | -96.7% |
| All | -100.0% | +508.1% | -608.1% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling