+514.9%
GEV vs QLD
+80.2%
+434.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -0.1% |
| 7D | +3.7% | +7.0% | -3.3% | -1.2% |
| 30D | -14.7% | -14.3% | -0.4% | -5.2% |
| 3M | -23.4% | -16.0% | -7.4% | -13.8% |
| 6M | -24.3% | -14.2% | -10.1% | -16.8% |
| YTD | +23.2% | +12.8% | +10.4% | +9.7% |
| 1Y | +44.2% | +14.1% | +30.2% | +28.0% |
| All | +514.9% | +80.2% | +434.7% | +290.5% |
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