+1,631.1%
QLD vs GD
+190.3%
+1,440.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.8% |
| 7D | +0.6% | -5.3% | +5.8% | +5.0% |
| 30D | -0.1% | -6.4% | +6.3% | +5.3% |
| 3M | -8.4% | +5.7% | -14.1% | -13.6% |
| 6M | +32.2% | -0.9% | +33.2% | +30.7% |
| YTD | +28.9% | +8.2% | +20.7% | +17.0% |
| 1Y | +43.8% | +13.4% | +30.4% | +25.0% |
| 3Y | +176.6% | +68.5% | +108.1% | +63.5% |
| 5Y | +121.6% | +97.2% | +24.4% | +14.6% |
| All | +1,631.1% | +190.3% | +1,440.8% | +584.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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