+1,450.1%
QLD vs CG
+308.6%
+1,141.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.1% |
| 7D | -3.8% | +2.0% | -5.7% | -4.8% |
| 30D | -20.5% | +8.5% | -29.1% | -25.4% |
| 3M | -14.6% | -12.1% | -2.5% | -7.1% |
| 6M | -14.7% | -16.4% | +1.8% | -4.5% |
| YTD | +11.2% | -28.0% | +39.2% | +36.2% |
| 1Y | +7.1% | -18.9% | +26.0% | +19.5% |
| 3Y | +141.1% | +51.2% | +89.9% | +55.7% |
| 5Y | +84.3% | -15.9% | +100.1% | +85.8% |
| 10Y | +1,450.1% | +305.9% | +1,144.1% | +539.1% |
| All | +1,450.1% | +308.6% | +1,141.5% | +539.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling