-1.2%
QLD vs GGLL
-16.9%
+15.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.5% | -8.3% | -11.4% |
| 7D | -18.6% | -1.3% | -17.3% | -18.1% |
| 30D | -28.3% | -36.3% | +8.0% | -19.1% |
| 3M | -20.4% | -42.7% | +22.3% | -7.7% |
| 6M | -14.3% | -53.1% | +38.8% | +4.7% |
| YTD | +2.8% | -32.1% | +34.8% | +5.6% |
| 1Y | -1.2% | -20.1% | +18.9% | -5.1% |
| All | -1.2% | -16.9% | +15.7% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling