-99.9%
QID vs GWRE
+736.4%
-836.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +1.5% |
| 7D | +2.7% | -30.9% | +33.7% | -14.8% |
| 30D | +3.3% | -20.7% | +24.0% | -7.4% |
| 3M | -5.5% | +20.2% | -25.7% | +6.2% |
| 6M | -28.4% | -11.9% | -16.5% | -31.4% |
| YTD | -26.6% | -30.3% | +3.7% | -38.3% |
| 1Y | -34.1% | -44.6% | +10.5% | -51.6% |
| 3Y | -73.7% | +48.8% | -122.5% | -59.1% |
| 5Y | -80.7% | +14.8% | -95.4% | -68.0% |
| 10Y | -99.1% | +128.1% | -227.2% | -97.4% |
| All | -99.9% | +736.4% | -836.2% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling