+152.0%
QQQM vs GWW
+254.3%
-102.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | -0.6% | -3.4% | +2.8% | +0.6% |
| 30D | -1.2% | -1.9% | +0.7% | -0.6% |
| 3M | -0.1% | -2.4% | +2.3% | +0.4% |
| 6M | +18.0% | +15.7% | +2.2% | +11.0% |
| YTD | +16.7% | +27.6% | -10.9% | +5.3% |
| 1Y | +23.0% | +27.2% | -4.1% | +11.0% |
| 3Y | +93.3% | +89.7% | +3.7% | +47.1% |
| 5Y | +96.3% | +223.9% | -127.6% | +24.4% |
| All | +152.0% | +254.3% | -102.3% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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