+152.0%
QQQM vs GFI
+328.7%
-176.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.0% |
| 7D | -0.6% | -4.9% | +4.3% | -0.2% |
| 30D | -1.2% | +10.7% | -11.9% | -2.0% |
| 3M | -0.1% | +25.6% | -25.7% | -2.1% |
| 6M | +18.0% | -8.3% | +26.2% | +17.9% |
| YTD | +16.7% | +6.3% | +10.4% | +15.2% |
| 1Y | +23.0% | +22.1% | +1.0% | +20.0% |
| 3Y | +93.3% | +289.2% | -195.9% | +71.6% |
| 5Y | +96.3% | +531.7% | -435.4% | +63.2% |
| All | +152.0% | +328.7% | -176.6% | +118.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling