+1,520.2%
QLD vs DG
+111.9%
+1,408.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | -1.2% | -3.0% | +1.8% | -0.1% |
| 30D | -15.7% | +8.6% | -24.3% | -18.5% |
| 3M | -10.0% | +15.0% | -25.1% | -14.9% |
| 6M | -11.2% | +32.7% | -43.9% | -20.9% |
| YTD | +16.4% | +5.5% | +10.8% | +11.6% |
| 1Y | +12.7% | +34.6% | -21.9% | -2.1% |
| 3Y | +152.3% | +24.2% | +128.1% | +102.2% |
| 5Y | +91.8% | -32.3% | +124.0% | +120.8% |
| 10Y | +1,520.2% | +111.1% | +1,409.1% | +994.2% |
| All | +1,520.2% | +111.9% | +1,408.3% | +994.2% |
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