+1,351.8%
QLD vs GAP
+15.9%
+1,335.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.1% | +6.7% | +3.8% |
| 7D | -10.3% | -3.8% | -6.5% | -9.2% |
| 30D | -26.1% | -9.0% | -17.0% | -24.0% |
| 3M | -17.8% | +5.5% | -23.2% | -19.6% |
| 6M | -15.6% | -11.1% | -4.5% | -14.2% |
| YTD | +5.4% | -13.6% | +18.9% | +7.1% |
| 1Y | +5.2% | -2.9% | +8.1% | +2.9% |
| 3Y | +139.4% | +69.6% | +69.8% | +83.1% |
| 5Y | +66.7% | +5.4% | +61.3% | +36.1% |
| All | +1,351.8% | +15.9% | +1,335.9% | +884.0% |
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