+1,418.0%
QLD vs AG
+77.4%
+1,340.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.7% | +2.1% | +6.0% |
| 7D | -1.4% | +10.8% | -12.3% | -3.2% |
| 30D | -19.6% | -8.2% | -11.4% | -18.3% |
| 3M | -14.1% | -13.7% | -0.5% | -12.2% |
| 6M | -13.6% | -27.3% | +13.7% | -9.4% |
| YTD | +12.5% | -4.6% | +17.1% | +10.8% |
| 1Y | +13.1% | +39.4% | -26.2% | +4.3% |
| 3Y | +154.7% | +244.1% | -89.4% | +92.5% |
| 5Y | +81.1% | +16.8% | +64.3% | +54.6% |
| 10Y | +1,418.0% | +71.7% | +1,346.3% | +1,078.0% |
| All | +1,418.0% | +77.4% | +1,340.6% | +1,078.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling