+86.7%
QLD vs GD
+101.6%
-15.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +3.6% |
| 7D | -9.4% | +3.0% | -12.4% | -11.4% |
| 30D | -17.1% | +10.5% | -27.6% | -22.9% |
| 3M | -10.4% | -5.0% | -5.5% | -7.8% |
| 6M | +0.7% | +5.5% | -4.8% | -4.8% |
| YTD | +17.7% | +10.3% | +7.4% | +6.0% |
| 1Y | +14.7% | +8.2% | +6.5% | +5.0% |
| 3Y | +169.6% | +59.0% | +110.6% | +71.0% |
| 5Y | +86.7% | +104.3% | -17.6% | -7.1% |
| All | +86.7% | +101.6% | -15.0% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling