+139.4%
QLD vs AG
+219.8%
-80.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +2.1% |
| 7D | -10.3% | +6.3% | -16.6% | -11.5% |
| 30D | -26.1% | -8.9% | -17.1% | -24.5% |
| 3M | -17.8% | -12.2% | -5.6% | -15.8% |
| 6M | -15.6% | -28.3% | +12.7% | -10.4% |
| YTD | +5.4% | -8.8% | +14.2% | +4.2% |
| 1Y | +5.2% | +39.4% | -34.1% | -5.0% |
| 3Y | +139.4% | +229.4% | -90.0% | +69.2% |
| All | +139.4% | +219.8% | -80.3% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling