+538.0%
QQQ vs GD
+174.7%
+363.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | -0.2% | +0.6% | -0.9% | -0.4% |
| 30D | -7.5% | +9.5% | -16.9% | -10.9% |
| 3M | -3.8% | -5.8% | +2.0% | -1.7% |
| 6M | -3.0% | +7.7% | -10.7% | -6.7% |
| YTD | +12.8% | +11.1% | +1.7% | +6.4% |
| 1Y | +11.6% | +6.1% | +5.5% | +7.4% |
| 3Y | +85.6% | +59.8% | +25.7% | +46.4% |
| 5Y | +82.1% | +104.6% | -22.5% | +26.9% |
| 10Y | +538.0% | +170.6% | +367.4% | +303.5% |
| All | +538.0% | +174.7% | +363.2% | +303.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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