+67.2%
QLD vs DG
-34.7%
+101.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.1% | +5.6% | +2.9% |
| 7D | -10.3% | +1.1% | -11.4% | -10.4% |
| 30D | -26.1% | +9.5% | -35.6% | -27.1% |
| 3M | -17.8% | +5.5% | -23.2% | -18.6% |
| 6M | -15.6% | +16.1% | -31.7% | -17.9% |
| YTD | +5.4% | +2.7% | +2.7% | +4.1% |
| 1Y | +5.2% | +42.1% | -36.9% | -1.3% |
| 3Y | +139.4% | +19.3% | +120.2% | +122.0% |
| All | +67.2% | -34.7% | +101.8% | +108.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling