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  • QLD vs GD✓SelectedUSD · GDQLD vs GD performance historyLatest closeAs of+0.33%09/04
Stock and ETF performance explorer

QLD vs GD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+9,127.5%
GD return
+761.8%
Excess return
+8,365.7%
Maximum drawdown
-83.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGDExcessAlpha
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