+1,570.9%
QQQ vs GD
+2,018.7%
-447.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.9% |
| 7D | +0.4% | -5.3% | +5.6% | +2.6% |
| 30D | +0.2% | -6.4% | +6.7% | +3.0% |
| 3M | -2.8% | +5.7% | -8.5% | -5.5% |
| 6M | +18.0% | -0.9% | +18.9% | +17.5% |
| YTD | +17.3% | +8.2% | +9.2% | +12.1% |
| 1Y | +25.6% | +13.4% | +12.2% | +17.4% |
| 3Y | +93.7% | +68.5% | +25.2% | +50.1% |
| 5Y | +94.2% | +97.2% | -3.0% | +39.6% |
| 10Y | +557.9% | +190.2% | +367.7% | +285.4% |
| All | +1,570.9% | +2,018.7% | -447.7% | +376.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling