+167.6%
QLD vs GD
+59.0%
+108.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +3.0% |
| 7D | -9.4% | +3.0% | -12.4% | -10.7% |
| 30D | -17.1% | +10.5% | -27.6% | -21.0% |
| 3M | -10.4% | -5.0% | -5.5% | -8.4% |
| 6M | +0.7% | +5.5% | -4.8% | -3.0% |
| YTD | +17.7% | +10.3% | +7.4% | +9.3% |
| 1Y | +14.7% | +8.2% | +6.5% | +8.0% |
| All | +167.6% | +59.0% | +108.5% | +98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling