+1,418.0%
QLD vs DG
+128.5%
+1,289.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.2% | +4.6% | +6.1% |
| 7D | -1.4% | +0.7% | -2.1% | -1.7% |
| 30D | -19.6% | +7.4% | -27.0% | -21.9% |
| 3M | -14.1% | +8.5% | -22.6% | -17.2% |
| 6M | -13.6% | +21.9% | -35.5% | -20.8% |
| YTD | +12.5% | +4.9% | +7.6% | +8.2% |
| 1Y | +13.1% | +40.4% | -27.3% | -3.2% |
| 3Y | +154.7% | +23.5% | +131.2% | +104.9% |
| 5Y | +81.1% | -32.3% | +113.4% | +108.0% |
| 10Y | +1,418.0% | +119.3% | +1,298.7% | +941.0% |
| All | +1,418.0% | +128.5% | +1,289.5% | +941.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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