+119.3%
QLD vs GFS
-3.7%
+123.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.5% |
| 7D | +0.6% | +1.0% | -0.4% | 0.0% |
| 30D | -0.1% | -8.6% | +8.5% | +4.2% |
| 3M | -8.4% | -46.5% | +38.2% | +27.9% |
| 6M | +32.2% | -4.8% | +37.0% | +29.0% |
| YTD | +28.9% | +29.7% | -0.8% | +1.8% |
| 1Y | +43.8% | +35.8% | +8.0% | +9.3% |
| 3Y | +176.6% | -18.3% | +194.9% | +170.2% |
| All | +119.3% | -3.7% | +123.0% | +101.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling