+1,382.0%
QQQ vs GS
+1,570.5%
-188.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | -5.0% | -3.2% | -1.8% | -3.6% |
| 30D | -13.4% | -2.4% | -11.0% | -12.4% |
| 3M | -8.1% | -15.7% | +7.6% | -1.1% |
| 6M | -5.5% | -6.8% | +1.3% | -3.3% |
| YTD | +7.2% | -0.1% | +7.2% | +5.7% |
| 1Y | +7.8% | +12.1% | -4.3% | +0.9% |
| 3Y | +80.7% | +185.8% | -105.0% | +9.9% |
| 5Y | +69.6% | +140.1% | -70.5% | +10.2% |
| 10Y | +517.8% | +505.2% | +12.5% | +149.7% |
| All | +1,382.0% | +1,570.5% | -188.5% | +143.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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