-8.4%
QLD vs AG
+4.5%
-12.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.2% |
| 7D | +0.6% | +1.0% | -0.4% | +0.1% |
| 30D | -0.1% | +19.2% | -19.3% | -8.6% |
| 3M | -8.4% | +6.2% | -14.5% | -11.8% |
| All | -8.4% | +4.5% | -12.8% | -11.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling