+1,450.1%
QLD vs DG
+119.6%
+1,330.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | -3.8% | +5.2% | -9.0% | -5.4% |
| 30D | -20.5% | +7.9% | -28.5% | -23.0% |
| 3M | -14.6% | +12.7% | -27.4% | -18.7% |
| 6M | -14.7% | +22.4% | -37.1% | -21.9% |
| YTD | +11.2% | +5.4% | +5.8% | +6.7% |
| 1Y | +7.1% | +39.4% | -32.3% | -8.2% |
| 3Y | +141.1% | +24.1% | +117.0% | +93.3% |
| 5Y | +84.3% | -32.2% | +116.4% | +111.8% |
| 10Y | +1,450.1% | +111.8% | +1,338.3% | +945.8% |
| All | +1,450.1% | +119.6% | +1,330.5% | +945.8% |
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