+136.8%
GOOGL vs QLD
+121.5%
+15.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | -2.3% | +0.6% | -2.8% | -2.6% |
| 30D | -6.6% | -0.1% | -6.4% | -6.7% |
| 3M | -8.9% | -8.4% | -0.6% | -6.3% |
| 6M | +11.9% | +32.2% | -20.3% | -4.9% |
| YTD | +8.3% | +28.9% | -20.6% | -7.1% |
| 1Y | +46.2% | +43.8% | +2.4% | +18.0% |
| 3Y | +151.9% | +176.6% | -24.7% | +37.1% |
| All | +136.8% | +121.5% | +15.3% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling