+58.2%
QQQI vs GGLL
+198.9%
-140.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.5% | +0.3% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | -0.3% | -4.0% | +3.7% | +0.3% |
| 3M | +1.3% | -15.5% | +16.9% | +3.2% |
| 6M | +11.5% | +7.6% | +3.9% | +7.3% |
| YTD | +11.3% | +2.0% | +9.3% | +7.8% |
| 1Y | +16.9% | +63.9% | -47.1% | +2.7% |
| All | +58.2% | +198.9% | -140.7% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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