+93.3%
QQQM vs GWRE
+50.1%
+43.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -0.6% | -13.2% | +12.7% | +1.0% |
| 30D | -1.2% | -18.6% | +17.4% | +0.5% |
| 3M | -0.1% | +18.9% | -19.0% | -4.0% |
| 6M | +18.0% | -11.0% | +28.9% | +18.1% |
| YTD | +16.7% | -29.9% | +46.6% | +22.2% |
| 1Y | +23.0% | -44.3% | +67.4% | +35.1% |
| 3Y | +93.3% | +51.7% | +41.7% | +56.3% |
| All | +93.3% | +50.1% | +43.2% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling