+152.0%
QQQM vs GFI
+338.4%
-186.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.8% |
| 7D | -0.6% | -2.7% | +2.1% | -0.4% |
| 30D | -1.2% | +13.2% | -14.4% | -2.2% |
| 3M | -0.1% | +28.5% | -28.6% | -2.2% |
| 6M | +18.0% | -6.2% | +24.1% | +17.7% |
| YTD | +16.7% | +8.7% | +8.0% | +15.0% |
| 1Y | +23.0% | +24.8% | -1.8% | +19.8% |
| 3Y | +93.3% | +298.0% | -204.7% | +71.3% |
| 5Y | +96.3% | +546.0% | -449.7% | +62.9% |
| All | +152.0% | +338.4% | -186.4% | +118.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling