+4.5%
QQQM vs GFI
+5.1%
-0.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.9% | -9.3% | -6.7% |
| 7D | -9.4% | +7.7% | -17.1% | -10.4% |
| 30D | -14.7% | +4.6% | -19.3% | -15.3% |
| 3M | -9.6% | +3.8% | -13.3% | -10.5% |
| 6M | -4.7% | -7.3% | +2.6% | -4.9% |
| YTD | +5.9% | -8.8% | +14.7% | +3.8% |
| 1Y | +4.5% | +4.3% | +0.2% | -1.5% |
| All | +4.5% | +5.1% | -0.6% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling