+82.1%
QLD vs GFI
+300.1%
-218.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +7.0% | -8.7% | +15.7% | +8.5% |
| 30D | -14.3% | +0.6% | -14.9% | -14.5% |
| 3M | -16.0% | -7.5% | -8.5% | -15.3% |
| 6M | -14.2% | -18.3% | +4.1% | -12.4% |
| YTD | +12.8% | -13.8% | +26.6% | +13.6% |
| 1Y | +14.1% | -8.8% | +22.9% | +14.0% |
| 3Y | +146.0% | +215.8% | -69.9% | +100.6% |
| All | +82.1% | +300.1% | -218.0% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling