+120.7%
GOOGL vs QLD
+140.3%
-19.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.8% | -0.3% |
| 7D | +1.8% | -10.3% | +12.0% | +6.1% |
| 30D | -18.8% | -26.1% | +7.3% | -8.0% |
| 3M | -20.3% | -17.8% | -2.6% | -14.1% |
| 6M | -28.4% | -15.6% | -12.8% | -24.8% |
| YTD | -8.8% | +5.4% | -14.2% | -14.0% |
| 1Y | +0.3% | +5.2% | -5.0% | -5.5% |
| 3Y | +120.7% | +139.4% | -18.7% | +36.1% |
| All | +120.7% | +140.3% | -19.6% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling