+1,631.1%
QLD vs GAP
+32.7%
+1,598.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +0.6% | -4.5% | +5.0% | +1.9% |
| 30D | -0.1% | +9.0% | -9.2% | -3.2% |
| 3M | -8.4% | +5.0% | -13.4% | -10.4% |
| 6M | +32.2% | -17.8% | +50.0% | +37.1% |
| YTD | +28.9% | -10.4% | +39.3% | +29.9% |
| 1Y | +43.8% | -3.4% | +47.2% | +40.9% |
| 3Y | +176.6% | +111.5% | +65.1% | +97.0% |
| 5Y | +121.6% | +8.8% | +112.7% | +79.2% |
| All | +1,631.1% | +32.7% | +1,598.4% | +1,052.1% |
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