+488.8%
GS vs QLD
+1,338.5%
-849.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -12.7% | +6.4% | -1.3% |
| 7D | -6.3% | -18.6% | +12.2% | +1.4% |
| 30D | -3.1% | -28.3% | +25.1% | +10.1% |
| 3M | -17.7% | -20.4% | +2.7% | -10.3% |
| 6M | -4.6% | -14.3% | +9.7% | +0.3% |
| YTD | +0.3% | +2.8% | -2.5% | -2.1% |
| 1Y | +11.7% | -1.2% | +12.9% | +10.5% |
| 3Y | +183.6% | +135.3% | +48.3% | +94.4% |
| 5Y | +141.0% | +62.6% | +78.4% | +77.4% |
| All | +488.8% | +1,338.5% | -849.7% | +84.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling