+12.1%
QLD vs CG
-26.5%
+38.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.6% | +1.3% |
| 7D | +12.5% | -1.5% | +14.0% | +13.2% |
| 30D | -15.7% | +5.7% | -21.4% | -17.3% |
| 3M | -11.9% | -17.9% | +6.0% | -3.8% |
| 6M | -10.3% | -20.2% | +9.9% | -0.8% |
| YTD | +15.6% | -32.0% | +47.6% | +34.7% |
| 1Y | +12.1% | -27.0% | +39.2% | +24.5% |
| All | +12.1% | -26.5% | +38.6% | +24.5% |
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