+176.1%
QLD vs CG
+58.1%
+118.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +1.3% |
| 7D | +0.6% | -4.3% | +4.9% | +3.3% |
| 30D | -0.1% | -5.1% | +5.0% | +2.7% |
| 3M | -8.4% | +8.7% | -17.0% | -13.5% |
| 6M | +32.2% | -9.2% | +41.4% | +38.7% |
| YTD | +28.9% | -18.9% | +47.8% | +43.5% |
| 1Y | +43.8% | -25.6% | +69.5% | +68.2% |
| All | +176.1% | +58.1% | +118.0% | +93.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling