+82.1%
QLD vs GFS
-25.2%
+107.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.2% | -0.9% |
| 7D | +7.0% | +7.4% | -0.4% | +2.9% |
| 30D | -14.3% | -15.3% | +0.9% | -6.1% |
| 3M | -16.0% | -21.1% | +5.1% | -5.1% |
| 6M | -14.2% | -44.5% | +30.2% | +14.9% |
| YTD | +12.8% | +19.2% | -6.5% | -8.1% |
| 1Y | +14.1% | +27.2% | -13.2% | -11.0% |
| 3Y | +146.0% | -20.1% | +166.1% | +140.1% |
| All | +82.1% | -25.2% | +107.3% | +79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling