+127.7%
GLD vs QLD
+178.0%
-50.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | -0.5% | +0.6% | -1.1% | -0.6% |
| 30D | +4.4% | -0.1% | +4.5% | +4.4% |
| 3M | -1.1% | -8.4% | +7.3% | -0.6% |
| 6M | -13.8% | +32.2% | -46.0% | -15.6% |
| YTD | +2.6% | +28.9% | -26.3% | +0.6% |
| 1Y | +24.5% | +43.8% | -19.3% | +21.5% |
| All | +127.7% | +178.0% | -50.3% | +118.8% |
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