+22.7%
QQQM vs GS
+36.5%
-13.8%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -1.3% | -1.7% | +0.5% | -0.6% |
| 30D | -1.4% | -0.9% | -0.4% | -1.1% |
| 3M | +2.2% | +2.3% | -0.2% | +1.0% |
| 6M | +16.9% | +23.4% | -6.6% | +8.1% |
| YTD | +15.7% | +17.7% | -2.0% | +7.9% |
| 1Y | +22.7% | +35.1% | -12.4% | +9.2% |
| All | +22.7% | +36.5% | -13.8% | +9.2% |
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