+1,315.8%
QLD vs GD
+192.5%
+1,123.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.3% | -10.4% | -10.9% |
| 7D | -18.6% | -3.9% | -14.7% | -15.8% |
| 30D | -28.3% | +8.1% | -36.4% | -33.0% |
| 3M | -20.4% | -6.8% | -13.6% | -16.4% |
| 6M | -14.3% | +3.0% | -17.3% | -18.2% |
| YTD | +2.8% | +7.8% | -5.0% | -7.0% |
| 1Y | -1.2% | +5.8% | -7.0% | -9.2% |
| 3Y | +135.3% | +55.3% | +80.0% | +50.7% |
| 5Y | +62.6% | +96.7% | -34.1% | -15.8% |
| All | +1,315.8% | +192.5% | +1,123.3% | +570.9% |
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