+10.9%
GE vs QLD
+13.0%
-2.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.6% | -3.2% | 0.0% |
| 7D | +4.0% | -1.2% | +5.2% | +4.1% |
| 30D | +11.1% | -15.7% | +26.8% | +16.2% |
| 3M | -6.7% | -10.0% | +3.3% | -4.6% |
| 6M | +14.3% | -11.2% | +25.5% | +15.1% |
| YTD | +11.7% | +16.4% | -4.6% | -3.6% |
| 1Y | +10.9% | +12.7% | -1.8% | -4.2% |
| All | +10.9% | +13.0% | -2.1% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling