+622.2%
GOOGL vs QLD
+1,470.2%
-848.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.8% | -5.6% | -2.2% |
| 7D | +3.3% | -1.4% | +4.7% | +3.4% |
| 30D | -18.1% | -19.6% | +1.5% | -9.4% |
| 3M | -18.6% | -14.1% | -4.5% | -13.2% |
| 6M | -28.0% | -13.6% | -14.4% | -24.7% |
| YTD | -7.8% | +12.5% | -20.3% | -16.2% |
| 1Y | +3.6% | +13.1% | -9.5% | -6.2% |
| 3Y | +123.4% | +154.7% | -31.4% | +26.4% |
| 5Y | +95.3% | +81.1% | +14.3% | +23.0% |
| 10Y | +622.2% | +1,418.0% | -795.8% | +19.8% |
| All | +622.2% | +1,470.2% | -848.1% | +19.8% |
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