+67.2%
QLD vs AGI
+310.5%
-243.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +1.9% |
| 7D | -10.3% | +16.0% | -26.2% | -14.1% |
| 30D | -26.1% | +1.0% | -27.0% | -26.5% |
| 3M | -17.8% | +2.5% | -20.2% | -18.9% |
| 6M | -15.6% | -24.0% | +8.5% | -10.3% |
| YTD | +5.4% | -17.2% | +22.6% | +7.6% |
| 1Y | +5.2% | +4.9% | +0.3% | +0.6% |
| 3Y | +139.4% | +142.6% | -3.1% | +70.4% |
| All | +67.2% | +310.5% | -243.4% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling