+152.0%
GE vs QLD
+1,468.8%
-1,316.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.7% | +1.1% |
| 7D | +2.7% | +7.0% | -4.4% | +0.2% |
| 30D | +8.1% | -14.3% | +22.4% | +13.4% |
| 3M | -7.9% | -16.0% | +8.1% | -2.8% |
| 6M | +12.9% | -14.2% | +27.1% | +16.8% |
| YTD | +8.2% | +12.8% | -4.6% | +1.1% |
| 1Y | +9.7% | +14.1% | -4.4% | +1.9% |
| 3Y | +266.1% | +146.0% | +120.2% | +152.5% |
| 5Y | +407.4% | +82.0% | +325.4% | +264.0% |
| All | +152.0% | +1,468.8% | -1,316.9% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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