+121.0%
QLD vs AG
+64.2%
+56.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.8% |
| 7D | +0.6% | +1.0% | -0.4% | +0.3% |
| 30D | -0.1% | +19.2% | -19.3% | -4.5% |
| 3M | -8.4% | +6.2% | -14.5% | -10.3% |
| 6M | +32.2% | -26.7% | +58.9% | +39.0% |
| YTD | +28.9% | +26.1% | +2.8% | +17.8% |
| 1Y | +43.8% | +131.7% | -87.8% | +12.0% |
| 3Y | +176.6% | +255.3% | -78.8% | +79.4% |
| All | +121.0% | +64.2% | +56.8% | +63.3% |
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 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