+1,631.1%
QLD vs CG
+359.8%
+1,271.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +1.5% |
| 7D | +0.6% | -4.3% | +4.9% | +3.8% |
| 30D | -0.1% | -5.1% | +5.0% | +3.3% |
| 3M | -8.4% | +8.7% | -17.0% | -14.6% |
| 6M | +32.2% | -9.2% | +41.4% | +39.4% |
| YTD | +28.9% | -18.9% | +47.8% | +45.6% |
| 1Y | +43.8% | -25.6% | +69.5% | +71.4% |
| 3Y | +176.6% | +57.3% | +119.3% | +75.2% |
| 5Y | +121.6% | +10.2% | +111.4% | +84.4% |
| All | +1,631.1% | +359.8% | +1,271.3% | +523.1% |
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