+390.5%
GE vs QLD
+66.7%
+323.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.2% | +1.8% |
| 7D | +7.1% | -10.3% | +17.4% | +11.0% |
| 30D | +6.5% | -26.1% | +32.5% | +17.7% |
| 3M | -13.6% | -17.8% | +4.2% | -8.2% |
| 6M | +6.0% | -15.6% | +21.5% | +10.1% |
| YTD | +5.4% | +5.4% | 0.0% | +0.5% |
| 1Y | +6.5% | +5.2% | +1.2% | +1.4% |
| 3Y | +268.6% | +139.4% | +129.1% | +156.0% |
| All | +390.5% | +66.7% | +323.7% | +251.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling