+153.5%
QQQM vs GD
+181.6%
-28.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.7% |
| 7D | +0.4% | -5.3% | +5.6% | +2.0% |
| 30D | +0.2% | -6.4% | +6.7% | +2.2% |
| 3M | -2.8% | +5.7% | -8.5% | -4.8% |
| 6M | +18.1% | -0.9% | +19.0% | +18.0% |
| YTD | +17.4% | +8.2% | +9.2% | +13.4% |
| 1Y | +25.7% | +13.4% | +12.2% | +19.3% |
| 3Y | +94.1% | +68.5% | +25.6% | +58.0% |
| 5Y | +94.9% | +97.2% | -2.3% | +53.9% |
| All | +153.5% | +181.6% | -28.1% | +97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling