+159.7%
GILD vs QLD
+1,739.4%
-1,579.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.1% |
| 7D | -4.8% | -1.2% | -3.6% | -4.6% |
| 30D | +5.8% | -3.0% | +8.8% | +6.3% |
| 3M | +14.9% | -2.8% | +17.7% | +14.8% |
| 6M | -0.4% | +32.0% | -32.4% | -6.5% |
| YTD | +18.5% | +27.3% | -8.8% | +11.9% |
| 1Y | +25.1% | +37.9% | -12.8% | +15.9% |
| 3Y | +105.9% | +174.6% | -68.7% | +60.3% |
| 5Y | +143.0% | +124.8% | +18.2% | +87.9% |
| All | +159.7% | +1,739.4% | -1,579.6% | -5.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling