+9,127.5%
QLD vs GD
+761.8%
+8,365.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +2.1% |
| 7D | +0.6% | -5.3% | +5.8% | +6.1% |
| 30D | -0.1% | -6.4% | +6.3% | +6.5% |
| 3M | -8.4% | +5.7% | -14.1% | -14.8% |
| 6M | +32.2% | -0.9% | +33.2% | +29.9% |
| YTD | +28.9% | +8.2% | +20.7% | +14.4% |
| 1Y | +43.8% | +13.4% | +30.4% | +21.3% |
| 3Y | +176.6% | +68.5% | +108.1% | +48.0% |
| 5Y | +121.6% | +97.2% | +24.4% | +0.7% |
| 10Y | +1,652.9% | +190.2% | +1,462.7% | +395.1% |
| All | +9,127.5% | +761.8% | +8,365.7% | +799.2% |
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