+45.0%
GOOGL vs QLD
+42.4%
+2.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -2.3% | +0.6% | -2.8% | -2.5% |
| 30D | -6.6% | -0.1% | -6.4% | -6.6% |
| 3M | -8.9% | -8.4% | -0.6% | -6.2% |
| 6M | +11.9% | +32.2% | -20.3% | -5.5% |
| YTD | +8.3% | +28.9% | -20.6% | -7.6% |
| All | +45.0% | +42.4% | +2.6% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling