+240.2%
GM vs QLD
+6,409.5%
-6,169.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.5% | -6.1% | -4.6% |
| 7D | -1.4% | -10.3% | +8.8% | +2.6% |
| 30D | +6.4% | -26.1% | +32.4% | +19.3% |
| 3M | -0.7% | -17.8% | +17.1% | +6.2% |
| 6M | +9.9% | -15.6% | +25.5% | +14.8% |
| YTD | +6.7% | +5.4% | +1.3% | +0.9% |
| 1Y | +26.2% | +5.2% | +21.0% | +19.2% |
| 3Y | +205.0% | +139.4% | +65.6% | +89.2% |
| 5Y | +53.6% | +66.7% | -13.1% | +4.1% |
| 10Y | +233.4% | +1,422.1% | -1,188.7% | -32.7% |
| All | +240.2% | +6,409.5% | -6,169.3% | -71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling