+280.4%
GE vs QLD
+178.0%
+102.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -1.6% | +0.6% | -2.2% | -1.8% |
| 30D | -11.6% | -0.1% | -11.4% | -11.7% |
| 3M | +3.0% | -8.4% | +11.4% | +5.2% |
| 6M | -0.5% | +32.2% | -32.7% | -13.3% |
| YTD | +9.7% | +28.9% | -19.2% | -3.6% |
| 1Y | +20.0% | +43.8% | -23.8% | +0.2% |
| All | +280.4% | +178.0% | +102.4% | +131.7% |
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