+1,520.2%
QLD vs GFI
+1,235.9%
+284.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.2% | +4.8% |
| 7D | -1.2% | +2.2% | -3.4% | -1.5% |
| 30D | -15.7% | +2.2% | -17.9% | -16.0% |
| 3M | -10.0% | -4.6% | -5.4% | -9.8% |
| 6M | -11.2% | -16.7% | +5.5% | -10.1% |
| YTD | +16.4% | -9.5% | +25.8% | +16.5% |
| 1Y | +12.7% | -6.8% | +19.5% | +12.4% |
| 3Y | +152.3% | +223.7% | -71.4% | +122.7% |
| 5Y | +91.8% | +321.8% | -230.0% | +62.3% |
| 10Y | +1,520.2% | +1,354.1% | +166.1% | +1,374.7% |
| All | +1,520.2% | +1,235.9% | +284.4% | +1,374.7% |
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