+492.6%
GEV vs QLD
+68.4%
+424.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.1% | -1.4% |
| 7D | -9.8% | -10.3% | +0.5% | -3.0% |
| 30D | -22.3% | -26.1% | +3.7% | -4.0% |
| 3M | -22.6% | -17.8% | -4.8% | -11.5% |
| 6M | -30.7% | -15.6% | -15.2% | -23.1% |
| YTD | +18.7% | +5.4% | +13.4% | +11.0% |
| 1Y | +41.0% | +5.2% | +35.8% | +32.5% |
| All | +492.6% | +68.4% | +424.3% | +295.2% |
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 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