+5.2%
QLD vs GGLL
-19.4%
+24.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.2% | +2.1% |
| 7D | -10.3% | +3.1% | -13.4% | -10.9% |
| 30D | -26.1% | -36.3% | +10.3% | -16.5% |
| 3M | -17.8% | -40.4% | +22.6% | -5.7% |
| 6M | -15.6% | -54.6% | +39.1% | +4.5% |
| YTD | +5.4% | -31.1% | +36.5% | +7.9% |
| 1Y | +5.2% | -19.2% | +24.4% | +1.0% |
| All | +5.2% | -19.4% | +24.6% | +1.0% |
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