+149.8%
QQQM vs GH
+45.3%
+104.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.7% |
| 7D | -1.3% | -1.2% | 0.0% | -1.1% |
| 30D | -1.4% | -3.7% | +2.3% | -0.9% |
| 3M | +2.2% | +21.7% | -19.5% | -1.2% |
| 6M | +16.9% | +75.7% | -58.9% | +6.3% |
| YTD | +15.7% | +55.7% | -40.0% | +6.8% |
| 1Y | +22.7% | +181.1% | -158.4% | +2.4% |
| 3Y | +93.9% | +371.6% | -277.7% | +41.5% |
| 5Y | +94.6% | +23.2% | +71.4% | +65.2% |
| All | +149.8% | +45.3% | +104.5% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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