+5,881.8%
QLD vs AG
+287.4%
+5,594.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.2% | -9.5% | -12.2% |
| 7D | -18.6% | -2.9% | -15.7% | -18.1% |
| 30D | -28.3% | -15.1% | -13.2% | -26.3% |
| 3M | -20.4% | -15.4% | -5.0% | -18.4% |
| 6M | -14.3% | -21.9% | +7.6% | -11.3% |
| YTD | +2.8% | -10.4% | +13.2% | +2.3% |
| 1Y | -1.2% | +39.8% | -41.0% | -9.0% |
| 3Y | +135.3% | +209.5% | -74.2% | +81.3% |
| 5Y | +62.6% | +12.5% | +50.1% | +42.0% |
| 10Y | +1,384.3% | +79.5% | +1,304.8% | +965.0% |
| All | +5,881.8% | +287.4% | +5,594.3% | +2,050.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling