+152.5%
QQQM vs GD
+176.4%
-23.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | +1.0% | -3.1% | +4.1% | +2.0% |
| 30D | -0.6% | -10.9% | +10.3% | +2.9% |
| 3M | +1.3% | +2.5% | -1.2% | +0.2% |
| 6M | +18.2% | -1.7% | +19.9% | +18.3% |
| YTD | +16.9% | +6.1% | +10.8% | +13.6% |
| 1Y | +24.0% | +11.7% | +12.4% | +18.3% |
| 3Y | +96.0% | +71.8% | +24.2% | +58.1% |
| 5Y | +95.2% | +92.2% | +3.0% | +55.2% |
| All | +152.5% | +176.4% | -23.8% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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