+620.7%
GEV vs QLD
+106.0%
+514.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | +3.3% | +0.6% | +2.7% | +2.8% |
| 30D | -7.5% | -0.1% | -7.3% | -7.4% |
| 3M | -2.2% | -8.4% | +6.2% | +3.5% |
| 6M | +12.1% | +32.2% | -20.1% | -9.8% |
| YTD | +44.4% | +28.9% | +15.5% | +17.6% |
| 1Y | +57.7% | +43.8% | +13.8% | +18.7% |
| All | +620.7% | +106.0% | +514.7% | +318.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling