+43.8%
QLD vs GAP
+1.5%
+42.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +0.6% | -4.5% | +5.0% | +1.3% |
| 30D | -0.1% | +9.0% | -9.2% | -2.0% |
| 3M | -8.4% | +5.0% | -13.4% | -9.3% |
| 6M | +32.2% | -17.8% | +50.0% | +37.3% |
| YTD | +28.9% | -10.4% | +39.3% | +30.0% |
| 1Y | +43.8% | -3.4% | +47.2% | +34.7% |
| All | +43.8% | +1.5% | +42.3% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling