-99.1%
QID vs GNRC
+448.8%
-548.0%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -0.2% |
| 7D | +1.3% | -0.2% | +1.5% | +1.3% |
| 30D | +2.9% | -15.7% | +18.7% | -5.7% |
| 3M | -0.7% | -27.3% | +26.6% | -13.9% |
| 6M | -29.7% | -12.1% | -17.6% | -30.4% |
| YTD | -27.9% | +37.1% | -65.0% | -7.7% |
| 1Y | -34.6% | -0.5% | -34.1% | -28.4% |
| 3Y | -73.5% | +61.5% | -135.0% | -56.2% |
| 5Y | -81.0% | -58.6% | -22.4% | -81.7% |
| All | -99.1% | +448.8% | -548.0% | -93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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