-99.9%
QID vs GNRC
+2,020.8%
-2,120.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.6% | +4.9% | +1.1% |
| 7D | +2.7% | -0.7% | +3.5% | +2.4% |
| 30D | +3.3% | -15.8% | +19.2% | -4.5% |
| 3M | -5.5% | -24.0% | +18.5% | -14.7% |
| 6M | -28.4% | -13.8% | -14.6% | -29.6% |
| YTD | -26.6% | +33.2% | -59.8% | -9.9% |
| 1Y | -34.1% | -1.8% | -32.3% | -28.8% |
| 3Y | -73.7% | +57.7% | -131.4% | -59.5% |
| 5Y | -80.7% | -59.7% | -20.9% | -79.6% |
| 10Y | -99.1% | +430.7% | -529.9% | -96.2% |
| All | -99.9% | +2,020.8% | -2,120.8% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling