+176.0%
QLD vs GDDY
+24.8%
+151.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | +1.9% | -8.1% | +10.0% | +4.0% |
| 30D | -1.8% | +2.3% | -4.1% | -2.9% |
| 3M | -0.1% | +14.7% | -14.8% | -7.6% |
| 6M | +32.6% | +2.1% | +30.5% | +27.4% |
| YTD | +27.9% | -24.6% | +52.5% | +44.8% |
| 1Y | +40.3% | -37.1% | +77.4% | +77.3% |
| All | +176.0% | +24.8% | +151.1% | +135.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling