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  • QLD vs CG✓SelectedUSD · CGQLD vs CG performance historyLatest closeAs of+0.33%09/04
Stock and ETF performance explorer

QLD vs CG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,094.5%
CG return
+351.2%
Excess return
+4,743.3%
Maximum drawdown
-63.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCGExcessAlpha
1D+0.3%-1.6%+2.0%+1.4%
7D+0.6%-4.3%+4.9%+3.5%
30D-0.1%-5.1%+5.0%+3.0%
3M-8.4%+8.7%-17.0%-14.0%
6M+32.2%-9.2%+41.4%+38.9%
YTD+28.9%-18.9%+47.8%+44.2%
1Y+43.8%-25.6%+69.5%+68.9%
3Y+176.6%+57.3%+119.3%+88.0%
5Y+121.6%+10.2%+111.4%+92.1%
10Y+1,652.9%+364.2%+1,288.7%+600.9%
All+5,094.5%+351.2%+4,743.3%+1,969.7%

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