+67.2%
QLD vs AG
+12.9%
+54.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +2.1% |
| 7D | -10.3% | +6.3% | -16.6% | -11.6% |
| 30D | -26.1% | -8.9% | -17.1% | -24.4% |
| 3M | -17.8% | -12.2% | -5.6% | -15.7% |
| 6M | -15.6% | -28.3% | +12.7% | -9.9% |
| YTD | +5.4% | -8.8% | +14.2% | +3.7% |
| 1Y | +5.2% | +39.4% | -34.1% | -6.7% |
| 3Y | +139.4% | +229.4% | -90.0% | +57.3% |
| All | +67.2% | +12.9% | +54.2% | +57.1% |
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