+226.2%
GM vs QLD
+1,636.2%
-1,410.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.1% | -2.2% |
| 7D | +0.4% | +3.0% | -2.6% | -0.7% |
| 30D | -1.8% | -1.8% | 0.0% | -1.3% |
| 3M | +2.6% | -1.8% | +4.4% | +2.3% |
| 6M | +14.6% | +36.9% | -22.3% | -0.3% |
| YTD | +6.2% | +28.7% | -22.5% | -5.4% |
| 1Y | +48.7% | +41.9% | +6.8% | +26.5% |
| 3Y | +168.3% | +184.2% | -15.9% | +63.0% |
| 5Y | +82.8% | +122.1% | -39.3% | +14.5% |
| 10Y | +226.2% | +1,646.5% | -1,420.3% | -16.2% |
| All | +226.2% | +1,636.2% | -1,410.0% | -16.2% |
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