+152.0%
QQQM vs GNRC
-8.1%
+160.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.2% |
| 7D | -0.6% | -0.2% | -0.4% | -0.5% |
| 30D | -1.2% | -15.7% | +14.5% | +2.5% |
| 3M | -0.1% | -27.3% | +27.2% | +6.7% |
| 6M | +18.0% | -12.1% | +30.0% | +19.9% |
| YTD | +16.7% | +37.1% | -20.4% | +6.3% |
| 1Y | +23.0% | -0.5% | +23.5% | +19.8% |
| 3Y | +93.3% | +61.5% | +31.8% | +62.4% |
| 5Y | +96.3% | -58.6% | +154.8% | +109.6% |
| All | +152.0% | -8.1% | +160.1% | +137.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling