+14.7%
QLD vs AGI
-1.1%
+15.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.8% | -8.9% | -1.2% |
| 7D | -9.4% | -5.3% | -4.1% | -8.1% |
| 30D | -17.1% | -7.1% | -9.9% | -15.5% |
| 3M | -10.4% | +4.4% | -14.8% | -12.1% |
| 6M | +0.7% | -23.0% | +23.8% | +7.1% |
| YTD | +17.7% | -22.0% | +39.7% | +21.1% |
| 1Y | +14.7% | +0.3% | +14.4% | +0.2% |
| All | +14.7% | -1.1% | +15.8% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling