+80.5%
GM vs QLD
+120.6%
-40.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.1% |
| 7D | -1.1% | +1.9% | -3.0% | -1.8% |
| 30D | -4.6% | -1.8% | -2.8% | -4.0% |
| 3M | +0.2% | -0.1% | +0.3% | -0.7% |
| 6M | +12.6% | +32.6% | -19.9% | -0.7% |
| YTD | +3.7% | +27.9% | -24.2% | -7.4% |
| 1Y | +45.6% | +40.3% | +5.4% | +24.5% |
| 3Y | +162.0% | +182.5% | -20.5% | +56.5% |
| 5Y | +80.5% | +122.5% | -42.0% | +11.0% |
| All | +80.5% | +120.6% | -40.2% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling