+79.6%
QQQ vs GD
+102.3%
-22.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | +6.4% | +1.9% | +4.5% | +5.7% |
| 30D | -7.5% | +9.2% | -16.7% | -10.3% |
| 3M | -4.8% | -7.5% | +2.6% | -2.4% |
| 6M | -2.5% | +5.8% | -8.3% | -5.0% |
| YTD | +12.4% | +9.8% | +2.6% | +7.3% |
| 1Y | +11.3% | +5.8% | +5.5% | +7.9% |
| 3Y | +85.0% | +58.0% | +26.9% | +47.7% |
| 5Y | +79.6% | +100.4% | -20.8% | +25.8% |
| All | +79.6% | +102.3% | -22.7% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling