-73.5%
QID vs GNRC
+61.6%
-135.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -0.6% |
| 7D | +1.3% | -0.2% | +1.5% | +1.3% |
| 30D | +2.9% | -15.7% | +18.7% | -3.9% |
| 3M | -0.7% | -27.3% | +26.6% | -11.2% |
| 6M | -29.7% | -12.1% | -17.6% | -30.3% |
| YTD | -27.9% | +37.1% | -65.0% | -12.4% |
| 1Y | -34.6% | -0.5% | -34.1% | -30.0% |
| 3Y | -73.5% | +61.5% | -135.0% | -58.7% |
| All | -73.5% | +61.6% | -135.1% | -58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling