+12.3%
QQQ vs GFI
+6.9%
+5.3%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.3% | -5.4% | +0.1% |
| 7D | -4.6% | +1.4% | -6.1% | -4.9% |
| 30D | -8.5% | +3.0% | -11.5% | -9.0% |
| 3M | -4.3% | +10.2% | -14.5% | -6.3% |
| 6M | +3.1% | -10.1% | +13.1% | +3.3% |
| YTD | +13.0% | -11.4% | +24.4% | +11.3% |
| 1Y | +12.3% | +8.4% | +3.9% | +5.0% |
| All | +12.3% | +6.9% | +5.3% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling