+1,631.1%
QLD vs CSGP
+45.2%
+1,585.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.8% | +2.0% |
| 7D | +0.6% | -4.1% | +4.6% | +3.4% |
| 30D | -0.1% | +2.3% | -2.4% | -2.9% |
| 3M | -8.4% | -8.2% | -0.2% | -7.2% |
| 6M | +32.2% | -35.1% | +67.3% | +69.5% |
| YTD | +28.9% | -54.0% | +82.9% | +108.1% |
| 1Y | +43.8% | -65.3% | +109.1% | +187.3% |
| 3Y | +176.6% | -62.6% | +239.2% | +389.9% |
| 5Y | +121.6% | -64.8% | +186.4% | +307.3% |
| All | +1,631.1% | +45.2% | +1,585.8% | +1,098.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling