+1,547.1%
QQQ vs GFI
+2,087.4%
-540.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.9% |
| 7D | -1.3% | -5.1% | +3.9% | -1.0% |
| 30D | -1.4% | +13.4% | -14.8% | -1.9% |
| 3M | +2.3% | +36.2% | -34.0% | +0.8% |
| 6M | +16.9% | -9.8% | +26.7% | +17.0% |
| YTD | +15.6% | +7.7% | +8.0% | +14.8% |
| 1Y | +22.6% | +27.2% | -4.6% | +20.7% |
| 3Y | +93.5% | +300.3% | -206.8% | +80.6% |
| 5Y | +93.9% | +539.8% | -445.9% | +76.1% |
| 10Y | +564.6% | +1,058.5% | -493.9% | +480.1% |
| All | +1,547.1% | +2,087.4% | -540.3% | +1,453.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling