+9,112.2%
QLD vs GFI
+355.3%
+8,756.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.1% |
| 7D | +3.0% | +5.7% | -2.7% | +2.1% |
| 30D | -1.8% | +15.6% | -17.4% | -4.0% |
| 3M | -1.8% | +31.5% | -33.3% | -5.9% |
| 6M | +36.9% | -3.7% | +40.6% | +36.6% |
| YTD | +28.7% | +11.2% | +17.5% | +25.2% |
| 1Y | +41.9% | +36.4% | +5.5% | +33.4% |
| 3Y | +184.2% | +313.5% | -129.3% | +121.5% |
| 5Y | +122.1% | +528.0% | -405.9% | +57.5% |
| 10Y | +1,646.5% | +1,021.4% | +625.0% | +934.1% |
| All | +9,112.2% | +355.3% | +8,756.9% | +4,786.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling