+14.7%
QLD vs CG
-14.1%
+28.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.5% | -2.6% | +0.1% |
| 7D | -9.4% | +9.4% | -18.8% | -12.6% |
| 30D | -17.1% | +8.7% | -25.8% | -19.9% |
| 3M | -10.4% | -15.0% | +4.6% | -3.9% |
| 6M | +0.7% | -13.2% | +13.9% | +6.8% |
| YTD | +17.7% | -26.2% | +43.9% | +31.7% |
| 1Y | +14.7% | -14.1% | +28.8% | +15.7% |
| All | +14.7% | -14.1% | +28.7% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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