+2,756.8%
GOOGL vs QLD
+7,369.0%
-4,612.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.8% | -0.5% |
| 7D | +1.8% | -10.3% | +12.0% | +6.8% |
| 30D | -18.8% | -26.1% | +7.3% | -6.2% |
| 3M | -20.3% | -17.8% | -2.6% | -13.1% |
| 6M | -28.4% | -15.6% | -12.8% | -24.2% |
| YTD | -8.8% | +5.4% | -14.2% | -14.2% |
| 1Y | +0.3% | +5.2% | -5.0% | -5.6% |
| 3Y | +120.7% | +139.4% | -18.7% | +30.2% |
| 5Y | +93.1% | +66.7% | +26.4% | +28.4% |
| 10Y | +636.1% | +1,422.1% | -786.0% | +42.3% |
| All | +2,756.8% | +7,369.0% | -4,612.2% | +106.8% |
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