+141.1%
QLD vs GAP
+77.2%
+63.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | -3.8% | -0.1% | -3.7% | -3.6% |
| 30D | -20.5% | -5.4% | -15.1% | -19.5% |
| 3M | -14.6% | +2.9% | -17.5% | -15.6% |
| 6M | -14.7% | -4.4% | -10.2% | -14.8% |
| YTD | +11.2% | -11.6% | +22.8% | +12.4% |
| 1Y | +7.1% | -6.0% | +13.1% | +6.3% |
| 3Y | +141.1% | +78.0% | +63.1% | +122.6% |
| All | +141.1% | +77.2% | +63.9% | +122.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling