+96.6%
QQQ vs GD
+74.3%
+22.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.6% |
| 7D | +0.4% | -5.3% | +5.6% | +1.6% |
| 30D | +0.2% | -6.4% | +6.7% | +1.7% |
| 3M | -2.8% | +5.7% | -8.5% | -4.4% |
| 6M | +18.0% | -0.9% | +18.9% | +18.1% |
| YTD | +17.3% | +8.2% | +9.2% | +14.2% |
| 1Y | +25.6% | +13.4% | +12.2% | +20.4% |
| All | +96.6% | +74.3% | +22.4% | +74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling