+1,450.1%
QLD vs GAP
+12.0%
+1,438.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | -3.8% | -0.1% | -3.7% | -3.7% |
| 30D | -20.5% | -5.4% | -15.1% | -19.3% |
| 3M | -14.6% | +2.9% | -17.5% | -15.9% |
| 6M | -14.7% | -4.4% | -10.2% | -15.0% |
| YTD | +11.2% | -11.6% | +22.8% | +12.3% |
| 1Y | +7.1% | -6.0% | +13.1% | +5.9% |
| 3Y | +141.1% | +78.0% | +63.1% | +81.6% |
| 5Y | +84.3% | +8.5% | +75.8% | +49.2% |
| 10Y | +1,450.1% | +8.6% | +1,441.4% | +949.7% |
| All | +1,450.1% | +12.0% | +1,438.1% | +949.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling