+152.0%
QQQM vs GM
+178.0%
-26.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -0.6% | -2.4% | +1.9% | 0.0% |
| 30D | -1.2% | -1.1% | -0.1% | -1.0% |
| 3M | -0.1% | +6.1% | -6.2% | -1.9% |
| 6M | +18.0% | +15.0% | +3.0% | +13.1% |
| YTD | +16.7% | +6.0% | +10.7% | +13.9% |
| 1Y | +23.0% | +47.1% | -24.0% | +9.6% |
| 3Y | +93.3% | +170.5% | -77.2% | +40.5% |
| 5Y | +96.3% | +80.5% | +15.8% | +52.8% |
| All | +152.0% | +178.0% | -26.0% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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