+1,447.7%
QQQ vs GM
+232.1%
+1,215.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.9% |
| 7D | -1.3% | -1.1% | -0.2% | -1.0% |
| 30D | -1.4% | -3.4% | +2.1% | -0.4% |
| 3M | +2.3% | +8.7% | -6.4% | -0.6% |
| 6M | +16.9% | +15.4% | +1.5% | +11.3% |
| YTD | +15.6% | +6.6% | +9.0% | +12.3% |
| 1Y | +22.6% | +51.5% | -28.9% | +6.4% |
| 3Y | +93.5% | +169.3% | -75.8% | +35.7% |
| 5Y | +93.9% | +81.6% | +12.4% | +49.5% |
| 10Y | +564.6% | +240.7% | +323.9% | +279.8% |
| All | +1,447.7% | +232.1% | +1,215.6% | +736.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling