+7.1%
QLD vs CG
-19.2%
+26.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.6% |
| 7D | -3.8% | +2.0% | -5.7% | -4.2% |
| 30D | -20.5% | +8.5% | -29.1% | -23.0% |
| 3M | -14.6% | -12.1% | -2.5% | -9.6% |
| 6M | -14.7% | -16.4% | +1.8% | -7.7% |
| YTD | +11.2% | -28.0% | +39.2% | +26.0% |
| 1Y | +7.1% | -18.9% | +26.0% | +12.6% |
| All | +7.1% | -19.2% | +26.3% | +12.6% |
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