+8,329.0%
QLD vs GD
+779.2%
+7,549.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +4.4% |
| 7D | -9.4% | +3.0% | -12.4% | -12.4% |
| 30D | -17.1% | +10.5% | -27.6% | -25.7% |
| 3M | -10.4% | -5.0% | -5.5% | -7.1% |
| 6M | +0.7% | +5.5% | -4.8% | -7.5% |
| YTD | +17.7% | +10.3% | +7.4% | +1.2% |
| 1Y | +14.7% | +8.2% | +6.5% | +0.6% |
| 3Y | +169.6% | +59.0% | +110.6% | +53.8% |
| 5Y | +86.7% | +104.3% | -17.6% | -19.0% |
| 10Y | +1,600.8% | +202.4% | +1,398.3% | +353.4% |
| All | +8,329.0% | +779.2% | +7,549.8% | +695.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling