+139.4%
QLD vs CG
+47.3%
+92.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.9% |
| 7D | -10.3% | -1.2% | -9.1% | -9.3% |
| 30D | -26.1% | +5.0% | -31.1% | -28.3% |
| 3M | -17.8% | -18.2% | +0.4% | -7.7% |
| 6M | -15.6% | -20.7% | +5.2% | -3.9% |
| YTD | +5.4% | -31.4% | +36.8% | +29.5% |
| 1Y | +5.2% | -22.3% | +27.5% | +18.7% |
| 3Y | +139.4% | +50.2% | +89.3% | +88.1% |
| All | +139.4% | +47.3% | +92.1% | +88.1% |
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 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