+14.7%
QLD vs AG
+29.4%
-14.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.1% | -7.3% | -0.5% |
| 7D | -9.4% | -2.6% | -6.8% | -8.8% |
| 30D | -17.1% | -12.1% | -4.9% | -14.4% |
| 3M | -10.4% | -6.6% | -3.8% | -9.7% |
| 6M | +0.7% | -20.5% | +21.2% | +4.5% |
| YTD | +17.7% | -7.4% | +25.2% | +14.8% |
| 1Y | +14.7% | +33.4% | -18.7% | +1.3% |
| All | +14.7% | +29.4% | -14.7% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling