+1,502.1%
QLD vs DG
+105.2%
+1,396.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.1% | -2.3% |
| 7D | +7.0% | +0.3% | +6.7% | +6.9% |
| 30D | -14.3% | +3.2% | -17.5% | -15.6% |
| 3M | -16.0% | +10.4% | -26.4% | -19.5% |
| 6M | -14.2% | +33.2% | -47.4% | -23.7% |
| YTD | +12.8% | +3.0% | +9.8% | +9.0% |
| 1Y | +14.1% | +31.2% | -17.2% | -0.1% |
| 3Y | +146.0% | +21.8% | +124.1% | +98.0% |
| 5Y | +82.0% | -35.0% | +117.0% | +114.0% |
| All | +1,502.1% | +105.2% | +1,396.9% | +998.1% |
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