+9,127.5%
QLD vs AGI
+474.8%
+8,652.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.5% |
| 7D | +0.6% | +0.6% | 0.0% | +0.5% |
| 30D | -0.1% | +18.2% | -18.4% | -2.0% |
| 3M | -8.4% | -4.1% | -4.2% | -8.2% |
| 6M | +32.2% | -28.7% | +60.9% | +36.3% |
| YTD | +28.9% | -4.0% | +32.9% | +28.5% |
| 1Y | +43.8% | +17.4% | +26.4% | +40.3% |
| 3Y | +176.6% | +203.0% | -26.4% | +144.1% |
| 5Y | +121.6% | +376.7% | -255.1% | +86.4% |
| 10Y | +1,652.9% | +407.5% | +1,245.4% | +1,313.5% |
| All | +9,127.5% | +474.8% | +8,652.7% | +6,278.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling