+7,403.5%
QLD vs AG
+445.6%
+6,957.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.7% |
| 7D | +0.6% | +1.0% | -0.4% | +0.4% |
| 30D | -0.1% | +19.2% | -19.3% | -3.3% |
| 3M | -8.4% | +6.2% | -14.5% | -9.6% |
| 6M | +32.2% | -26.7% | +58.9% | +37.6% |
| YTD | +28.9% | +26.1% | +2.8% | +21.2% |
| 1Y | +43.8% | +131.7% | -87.8% | +20.9% |
| 3Y | +176.6% | +255.3% | -78.8% | +106.7% |
| 5Y | +121.6% | +61.9% | +59.6% | +82.0% |
| 10Y | +1,652.9% | +72.0% | +1,580.9% | +1,159.4% |
| All | +7,403.5% | +445.6% | +6,957.9% | +2,448.7% |
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