+1,657.6%
QLD vs GDDY
+207.2%
+1,450.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | 0.0% | +0.6% |
| 7D | -1.2% | -3.2% | +2.0% | +0.4% |
| 30D | -3.0% | +6.8% | -9.8% | -8.7% |
| 3M | -2.8% | +30.5% | -33.3% | -25.2% |
| 6M | +32.0% | +13.3% | +18.7% | +9.1% |
| YTD | +27.3% | -21.0% | +48.3% | +35.1% |
| 1Y | +37.9% | -34.0% | +71.9% | +68.5% |
| 3Y | +174.6% | +33.1% | +141.6% | +77.2% |
| 5Y | +124.8% | +30.3% | +94.5% | +50.9% |
| All | +1,657.6% | +207.2% | +1,450.4% | +576.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded GDDY 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling