+558.6%
QQQ vs GM
+240.0%
+318.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -0.6% | -2.4% | +1.9% | +0.1% |
| 30D | -1.2% | -1.1% | -0.1% | -1.0% |
| 3M | -0.2% | +6.1% | -6.3% | -2.2% |
| 6M | +17.9% | +15.0% | +3.0% | +12.7% |
| YTD | +16.6% | +6.0% | +10.7% | +13.7% |
| 1Y | +23.0% | +47.1% | -24.1% | +8.5% |
| 3Y | +92.9% | +170.5% | -77.5% | +37.5% |
| 5Y | +95.6% | +80.5% | +15.1% | +52.6% |
| All | +558.6% | +240.0% | +318.5% | +316.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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