+27.3%
GM vs QLD
+9.9%
+17.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.8% | -2.8% | +2.3% |
| 7D | -0.3% | -1.4% | +1.1% | -0.1% |
| 30D | +8.4% | -19.6% | +27.9% | +14.4% |
| 3M | +2.6% | -14.1% | +16.7% | +5.9% |
| 6M | +14.3% | -13.6% | +27.9% | +16.8% |
| YTD | +11.0% | +12.5% | -1.6% | +0.5% |
| All | +27.3% | +9.9% | +17.4% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling