+4.5%
QQQM vs GNRC
+10.1%
-5.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -9.0% | +2.6% | -4.7% |
| 7D | -9.4% | -15.3% | +5.9% | -6.8% |
| 30D | -14.7% | -22.9% | +8.3% | -10.9% |
| 3M | -9.6% | -20.7% | +11.2% | -6.2% |
| 6M | -4.7% | -34.6% | +29.9% | +2.0% |
| YTD | +5.9% | +26.4% | -20.5% | +2.6% |
| 1Y | +4.5% | +8.3% | -3.8% | +4.2% |
| All | +4.5% | +10.1% | -5.6% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling