+142.9%
QQQM vs GS
+390.4%
-247.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.3% |
| 7D | +6.2% | +5.1% | +1.1% | +3.9% |
| 30D | -7.4% | +2.4% | -9.9% | -8.3% |
| 3M | -4.8% | -11.5% | +6.7% | +0.1% |
| 6M | -2.4% | -2.5% | +0.1% | -2.1% |
| YTD | +12.4% | +5.5% | +7.0% | +8.3% |
| 1Y | +11.4% | +11.0% | +0.3% | +4.8% |
| 3Y | +85.4% | +200.1% | -114.7% | +12.2% |
| 5Y | +80.3% | +154.7% | -74.4% | +9.7% |
| All | +142.9% | +390.4% | -247.6% | +36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling