+175.9%
QLD vs FGI
-70.4%
+246.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.5% | -7.2% | +0.1% |
| 7D | +0.6% | +0.5% | 0.0% | +0.5% |
| 30D | -0.1% | +65.4% | -65.5% | -3.1% |
| 3M | -8.4% | +23.5% | -31.9% | -10.5% |
| 6M | +32.2% | +60.5% | -28.3% | +25.7% |
| YTD | +28.9% | +30.0% | -1.1% | +23.3% |
| 1Y | +43.8% | +82.1% | -38.2% | +33.2% |
| 3Y | +176.6% | -4.4% | +181.0% | +160.3% |
| All | +175.9% | -70.4% | +246.3% | +181.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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