+156.7%
GS vs QLD
+90.1%
+66.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +2.9% |
| 7D | +0.3% | -9.4% | +9.7% | +4.0% |
| 30D | +3.9% | -17.1% | +20.9% | +11.1% |
| 3M | -11.4% | -10.4% | -1.0% | -8.0% |
| 6M | +3.7% | +0.7% | +3.0% | +2.5% |
| YTD | +7.1% | +17.7% | -10.6% | -0.3% |
| 1Y | +19.7% | +14.7% | +5.0% | +12.3% |
| 3Y | +202.8% | +169.6% | +33.2% | +108.8% |
| 5Y | +156.7% | +86.7% | +70.1% | +79.3% |
| All | +156.7% | +90.1% | +66.6% | +79.3% |
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