+89.2%
QLD vs GFS
-13.3%
+102.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -3.8% | -5.3% | +1.5% | -0.8% |
| 30D | -20.5% | -15.8% | -4.7% | -12.9% |
| 3M | -14.6% | -18.6% | +4.0% | -5.5% |
| 6M | -14.7% | -45.0% | +30.3% | +14.3% |
| YTD | +11.2% | +16.8% | -5.6% | -7.7% |
| 1Y | +7.1% | +17.8% | -10.7% | -11.8% |
| 3Y | +141.1% | -21.5% | +162.6% | +138.4% |
| 5Y | +84.3% | -29.3% | +113.6% | +84.8% |
| All | +89.2% | -13.3% | +102.4% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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