+149.8%
QQQM vs GIS
-28.1%
+177.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +2.0% | -1.2% |
| 7D | -1.3% | -8.4% | +7.2% | -1.6% |
| 30D | -1.4% | -5.2% | +3.8% | -1.6% |
| 3M | +2.2% | +8.2% | -6.0% | +2.5% |
| 6M | +16.9% | -12.0% | +28.9% | +16.9% |
| YTD | +15.7% | -18.9% | +34.5% | +15.5% |
| 1Y | +22.7% | -23.6% | +46.3% | +22.6% |
| 3Y | +93.9% | -37.6% | +131.5% | +93.3% |
| 5Y | +94.6% | -25.2% | +119.7% | +91.0% |
| All | +149.8% | -28.1% | +177.9% | +153.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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