+125.9%
QLD vs GDDY
+23.6%
+102.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.0% |
| 7D | +1.9% | -8.1% | +10.0% | +6.2% |
| 30D | -1.8% | +2.3% | -4.1% | -4.2% |
| 3M | -0.1% | +14.7% | -14.8% | -13.7% |
| 6M | +32.6% | +2.1% | +30.5% | +21.1% |
| YTD | +27.9% | -24.6% | +52.5% | +44.4% |
| 1Y | +40.3% | -37.1% | +77.4% | +83.1% |
| 3Y | +182.5% | +25.5% | +157.0% | +79.6% |
| All | +125.9% | +23.6% | +102.2% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling