+152.5%
QQQM vs GAP
+36.7%
+115.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +0.4% |
| 7D | +1.0% | -3.2% | +4.2% | +1.5% |
| 30D | -0.6% | -0.7% | +0.1% | -0.8% |
| 3M | +1.3% | -0.5% | +1.8% | +1.0% |
| 6M | +18.2% | -5.0% | +23.2% | +18.0% |
| YTD | +16.9% | -14.7% | +31.6% | +18.2% |
| 1Y | +24.0% | -8.6% | +32.7% | +23.7% |
| 3Y | +96.0% | +108.4% | -12.3% | +63.7% |
| 5Y | +95.2% | +5.8% | +89.4% | +64.7% |
| All | +152.5% | +36.7% | +115.8% | +109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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