+667.7%
GOOGL vs QLD
+1,536.4%
-868.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.6% | -2.5% | -0.2% |
| 7D | +1.6% | -1.2% | +2.7% | +1.5% |
| 30D | -16.8% | -15.7% | -1.1% | -10.1% |
| 3M | -14.6% | -10.0% | -4.6% | -11.0% |
| 6M | -24.4% | -11.2% | -13.2% | -22.0% |
| YTD | -6.1% | +16.4% | -22.4% | -16.1% |
| 1Y | +1.0% | +12.7% | -11.7% | -8.4% |
| 3Y | +123.4% | +152.3% | -28.9% | +27.2% |
| 5Y | +103.2% | +91.8% | +11.5% | +24.3% |
| 10Y | +667.7% | +1,520.2% | -852.5% | +24.5% |
| All | +667.7% | +1,536.4% | -868.7% | +24.5% |
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 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