+90.5%
QQQM vs GFS
-2.1%
+92.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -1.3% | +3.2% | -4.5% | -2.1% |
| 30D | -1.4% | -9.6% | +8.2% | +1.2% |
| 3M | +2.2% | -38.5% | +40.7% | +15.6% |
| 6M | +16.9% | -1.3% | +18.2% | +13.7% |
| YTD | +15.7% | +31.8% | -16.1% | +2.1% |
| 1Y | +22.7% | +44.6% | -21.9% | +4.6% |
| 3Y | +93.9% | -20.6% | +114.6% | +89.6% |
| All | +90.5% | -2.1% | +92.6% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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