+862.0%
GS vs QLD
+9,036.4%
-8,174.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | -0.1% |
| 7D | +0.9% | +0.6% | +0.4% | +0.7% |
| 30D | -1.6% | -0.1% | -1.4% | -1.6% |
| 3M | -4.5% | -8.4% | +3.9% | -1.2% |
| 6M | +20.9% | +32.2% | -11.3% | +3.5% |
| YTD | +19.9% | +28.9% | -9.0% | +3.9% |
| 1Y | +41.4% | +43.8% | -2.4% | +15.2% |
| 3Y | +239.2% | +176.6% | +62.6% | +88.1% |
| 5Y | +185.0% | +121.6% | +63.5% | +57.2% |
| 10Y | +655.0% | +1,652.9% | -998.0% | +0.2% |
| All | +862.0% | +9,036.4% | -8,174.4% | -66.6% |
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