+1,426.4%
QQQ vs GD
+1,997.4%
-570.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.7% |
| 7D | -5.0% | -5.0% | 0.0% | -2.9% |
| 30D | -13.4% | +8.9% | -22.3% | -16.7% |
| 3M | -8.1% | -8.0% | 0.0% | -5.1% |
| 6M | -5.5% | +2.9% | -8.4% | -7.4% |
| YTD | +7.2% | +7.1% | +0.1% | +2.6% |
| 1Y | +7.8% | +5.9% | +1.8% | +3.6% |
| 3Y | +80.7% | +53.9% | +26.9% | +45.9% |
| 5Y | +69.6% | +95.4% | -25.8% | +22.2% |
| 10Y | +517.8% | +193.5% | +324.3% | +259.1% |
| All | +1,426.4% | +1,997.4% | -570.9% | +335.6% |
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