+98.9%
GOOGL vs QLD
+81.6%
+17.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.3% |
| 7D | +2.6% | -3.8% | +6.4% | +3.9% |
| 30D | -18.3% | -20.5% | +2.3% | -9.2% |
| 3M | -19.6% | -14.6% | -4.9% | -14.0% |
| 6M | -28.2% | -14.7% | -13.5% | -24.5% |
| YTD | -8.0% | +11.2% | -19.2% | -16.0% |
| 1Y | -0.7% | +7.1% | -7.8% | -7.7% |
| 3Y | +118.8% | +141.1% | -22.3% | +26.5% |
| 5Y | +98.9% | +84.3% | +14.6% | +19.3% |
| All | +98.9% | +81.6% | +17.3% | +19.3% |
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