+86.6%
QLD vs AG
+3.1%
+83.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.6% | +0.6% |
| 7D | +12.5% | -6.0% | +18.5% | +14.2% |
| 30D | -15.7% | -14.3% | -1.4% | -12.5% |
| 3M | -11.9% | -26.9% | +15.0% | -5.6% |
| 6M | -10.3% | -42.1% | +31.8% | +0.6% |
| YTD | +15.6% | -15.9% | +31.5% | +15.9% |
| 1Y | +12.1% | +11.5% | +0.6% | +4.8% |
| 3Y | +150.7% | +208.0% | -57.3% | +67.2% |
| 5Y | +86.6% | +2.4% | +84.2% | +82.0% |
| All | +86.6% | +3.1% | +83.5% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling