+258.9%
GE vs QLD
+134.4%
+124.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -12.7% | +8.3% | +0.3% |
| 7D | +0.5% | -18.6% | +19.1% | +8.3% |
| 30D | +1.7% | -28.3% | +30.0% | +14.6% |
| 3M | -17.3% | -20.4% | +3.1% | -10.7% |
| 6M | +10.1% | -14.3% | +24.4% | +13.5% |
| YTD | +2.6% | +2.8% | -0.2% | -2.7% |
| 1Y | +3.7% | -1.2% | +4.9% | -0.3% |
| All | +258.9% | +134.4% | +124.5% | +143.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling