+2,734.6%
GOOGL vs QLD
+7,183.5%
-4,448.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -12.7% | +10.5% | +4.1% |
| 7D | -0.4% | -18.6% | +18.1% | +9.6% |
| 30D | -18.7% | -28.3% | +9.6% | -4.7% |
| 3M | -22.0% | -20.4% | -1.6% | -13.5% |
| 6M | -27.2% | -14.3% | -12.9% | -23.5% |
| YTD | -9.5% | +2.8% | -12.3% | -13.7% |
| 1Y | -0.4% | -1.2% | +0.9% | -3.2% |
| 3Y | +121.0% | +135.3% | -14.4% | +31.5% |
| 5Y | +91.6% | +62.6% | +29.1% | +29.1% |
| 10Y | +630.4% | +1,384.3% | -753.9% | +43.0% |
| All | +2,734.6% | +7,183.5% | -4,448.9% | +107.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling