+4,041.0%
QLD vs CG
+283.8%
+3,757.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -6.5% | -6.2% | -8.4% |
| 7D | -18.6% | -1.5% | -17.1% | -17.5% |
| 30D | -28.3% | +2.8% | -31.1% | -29.8% |
| 3M | -20.4% | -19.2% | -1.1% | -9.1% |
| 6M | -14.3% | -21.0% | +6.7% | -1.5% |
| YTD | +2.8% | -31.0% | +33.7% | +27.3% |
| 1Y | -1.2% | -21.1% | +19.9% | +11.4% |
| 3Y | +135.3% | +48.8% | +86.5% | +65.1% |
| 5Y | +62.6% | -21.5% | +84.1% | +74.1% |
| 10Y | +1,384.3% | +298.1% | +1,086.2% | +555.3% |
| All | +4,041.0% | +283.8% | +3,757.2% | +1,727.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling