+107.5%
GILD vs QLD
+171.8%
-64.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.4% |
| 7D | -4.2% | -2.6% | -1.6% | -4.1% |
| 30D | +6.7% | -3.3% | +9.9% | +6.9% |
| 3M | +20.0% | +1.8% | +18.2% | +19.3% |
| 6M | -1.3% | +29.7% | -31.1% | -4.3% |
| YTD | +19.4% | +25.1% | -5.7% | +16.1% |
| 1Y | +28.9% | +37.1% | -8.2% | +24.1% |
| All | +107.5% | +171.8% | -64.3% | +80.3% |
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