+176.1%
QLD vs FGI
-4.4%
+180.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.5% | -7.2% | +0.2% |
| 7D | +0.6% | +0.5% | 0.0% | +0.6% |
| 30D | -0.1% | +65.4% | -65.5% | -1.4% |
| 3M | -8.4% | +23.5% | -31.9% | -9.4% |
| 6M | +32.2% | +60.5% | -28.3% | +29.7% |
| YTD | +28.9% | +30.0% | -1.1% | +26.6% |
| 1Y | +43.8% | +82.1% | -38.2% | +42.0% |
| All | +176.1% | -4.4% | +180.5% | +180.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling