+246.5%
GM vs QLD
+7,862.7%
-7,616.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +1.9% | +0.6% | +1.4% | +1.7% |
| 30D | -1.4% | -0.1% | -1.2% | -1.4% |
| 3M | +5.9% | -8.4% | +14.3% | +8.4% |
| 6M | +12.4% | +32.2% | -19.8% | -1.9% |
| YTD | +8.6% | +28.9% | -20.3% | -4.3% |
| 1Y | +52.6% | +43.8% | +8.8% | +27.4% |
| 3Y | +169.7% | +176.6% | -6.9% | +59.0% |
| 5Y | +87.5% | +121.6% | -34.0% | +13.8% |
| 10Y | +233.0% | +1,652.9% | -1,420.0% | -35.5% |
| All | +246.5% | +7,862.7% | -7,616.2% | -72.6% |
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