+558.6%
QQQ vs GFI
+1,066.8%
-508.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +0.9% |
| 7D | -0.6% | -4.9% | +4.3% | -0.3% |
| 30D | -1.2% | +10.7% | -11.9% | -1.8% |
| 3M | -0.2% | +25.6% | -25.8% | -1.5% |
| 6M | +17.9% | -8.3% | +26.2% | +17.9% |
| YTD | +16.6% | +6.3% | +10.3% | +15.7% |
| 1Y | +23.0% | +22.1% | +0.9% | +21.0% |
| 3Y | +92.9% | +289.2% | -196.2% | +79.0% |
| 5Y | +95.6% | +531.7% | -436.1% | +76.3% |
| All | +558.6% | +1,066.8% | -508.3% | +525.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling