+1,315.8%
QLD vs CSGP
+71.3%
+1,244.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.6% | -11.1% | -11.7% |
| 7D | -18.6% | +13.9% | -32.5% | -25.5% |
| 30D | -28.3% | +16.0% | -44.3% | -37.5% |
| 3M | -20.4% | +6.1% | -26.5% | -27.6% |
| 6M | -14.3% | -8.2% | -6.1% | -17.6% |
| YTD | +2.8% | -52.3% | +55.1% | +55.4% |
| 1Y | -1.2% | -54.5% | +53.3% | +54.2% |
| 3Y | +135.3% | -58.6% | +193.9% | +269.7% |
| 5Y | +62.6% | -61.5% | +124.1% | +170.5% |
| All | +1,315.8% | +71.3% | +1,244.4% | +770.9% |
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