+79.3%
QLD vs GFS
-17.5%
+96.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.2% | -3.7% | -0.9% |
| 7D | -10.3% | -7.8% | -2.4% | -6.1% |
| 30D | -26.1% | -19.7% | -6.4% | -17.0% |
| 3M | -17.8% | -23.1% | +5.4% | -6.4% |
| 6M | -15.6% | -46.4% | +30.8% | +14.5% |
| YTD | +5.4% | +11.0% | -5.7% | -10.2% |
| 1Y | +5.2% | +12.6% | -7.4% | -11.2% |
| 3Y | +139.4% | -24.9% | +164.4% | +142.1% |
| 5Y | +66.7% | -39.1% | +105.8% | +74.4% |
| All | +79.3% | -17.5% | +96.8% | +78.0% |
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