+692.8%
GOOGL vs QLD
+1,468.8%
-776.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | +0.2% |
| 7D | +3.9% | +7.0% | -3.1% | +0.2% |
| 30D | -14.9% | -14.3% | -0.6% | -8.8% |
| 3M | -14.6% | -16.0% | +1.4% | -7.9% |
| 6M | -26.4% | -14.2% | -12.2% | -22.8% |
| YTD | -5.3% | +12.8% | -18.1% | -14.1% |
| 1Y | +6.5% | +14.1% | -7.6% | -4.1% |
| 3Y | +126.0% | +146.0% | -19.9% | +30.3% |
| 5Y | +100.8% | +82.0% | +18.8% | +26.1% |
| All | +692.8% | +1,468.8% | -776.0% | +31.1% |
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 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