+150.0%
QQQM vs GWRE
+32.6%
+117.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.6% | -9.4% | -2.8% |
| 7D | -1.4% | -5.8% | +4.4% | -0.2% |
| 30D | -3.0% | -12.9% | +9.9% | -1.0% |
| 3M | -1.6% | +24.8% | -26.4% | -9.7% |
| 6M | +19.8% | -4.7% | +24.5% | +16.8% |
| YTD | +15.8% | -23.9% | +39.6% | +20.5% |
| 1Y | +21.5% | -39.5% | +61.0% | +36.5% |
| 3Y | +91.6% | +68.1% | +23.5% | +35.1% |
| 5Y | +95.4% | +27.5% | +67.9% | +49.9% |
| All | +150.0% | +32.6% | +117.4% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling