+1,627.6%
QLD vs GDDY
+201.9%
+1,425.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.1% | -4.2% |
| 7D | -2.6% | -7.0% | +4.4% | +1.7% |
| 30D | -3.3% | +6.2% | -9.5% | -8.6% |
| 3M | +1.8% | +20.0% | -18.2% | -17.3% |
| 6M | +29.7% | +6.8% | +22.9% | +11.9% |
| YTD | +25.1% | -22.3% | +47.5% | +34.4% |
| 1Y | +37.1% | -33.5% | +70.7% | +66.0% |
| 3Y | +176.3% | +29.2% | +147.1% | +82.1% |
| 5Y | +121.0% | +28.1% | +92.9% | +50.1% |
| All | +1,627.6% | +201.9% | +1,425.7% | +572.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling