+20.5%
QQQM vs GWRE
-39.5%
+60.0%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.6% | -9.4% | -1.0% |
| 7D | -1.4% | -5.8% | +4.4% | -1.2% |
| 30D | -3.0% | -12.9% | +9.9% | -2.8% |
| 3M | -1.6% | +24.8% | -26.4% | -2.7% |
| 6M | +19.8% | -4.7% | +24.5% | +21.2% |
| YTD | +15.8% | -23.9% | +39.6% | +21.5% |
| All | +20.5% | -39.5% | +60.0% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling