+25.7%
QQQM vs GS
+44.3%
-18.7%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +0.4% | +0.9% | -0.6% | 0.0% |
| 30D | +0.2% | -1.6% | +1.8% | +0.8% |
| 3M | -2.8% | -4.5% | +1.7% | -1.6% |
| 6M | +18.1% | +20.9% | -2.8% | +9.9% |
| YTD | +17.4% | +19.9% | -2.5% | +8.9% |
| 1Y | +25.7% | +41.4% | -15.7% | +11.3% |
| All | +25.7% | +44.3% | -18.7% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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