-73.5%
QID vs GWRE
+50.1%
-123.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.7% |
| 7D | +1.3% | -13.2% | +14.5% | -1.8% |
| 30D | +2.9% | -18.6% | +21.5% | -0.7% |
| 3M | -0.7% | +18.9% | -19.6% | +5.9% |
| 6M | -29.7% | -11.0% | -18.7% | -31.0% |
| YTD | -27.9% | -29.9% | +2.0% | -35.5% |
| 1Y | -34.6% | -44.3% | +9.8% | -46.7% |
| 3Y | -73.5% | +51.7% | -125.2% | -58.0% |
| All | -73.5% | +50.1% | -123.6% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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