+1,627.6%
QLD vs GFI
+1,081.9%
+545.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.9% |
| 7D | -2.6% | -5.1% | +2.5% | -2.1% |
| 30D | -3.3% | +13.4% | -16.7% | -4.6% |
| 3M | +1.8% | +36.2% | -34.4% | -1.6% |
| 6M | +29.7% | -9.8% | +39.5% | +30.1% |
| YTD | +25.1% | +7.7% | +17.4% | +23.3% |
| 1Y | +37.1% | +27.2% | +9.9% | +32.8% |
| 3Y | +176.3% | +300.3% | -124.0% | +138.9% |
| 5Y | +121.0% | +539.8% | -418.8% | +81.5% |
| All | +1,627.6% | +1,081.9% | +545.7% | +1,488.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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