+176.1%
QLD vs GGLL
+245.5%
-69.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.7% | +1.3% |
| 7D | +0.6% | -4.8% | +5.3% | +2.5% |
| 30D | -0.1% | -13.7% | +13.6% | +5.7% |
| 3M | -8.4% | -21.9% | +13.5% | -0.8% |
| 6M | +32.2% | +11.7% | +20.5% | +19.2% |
| YTD | +28.9% | +2.3% | +26.6% | +20.0% |
| 1Y | +43.8% | +76.2% | -32.3% | +2.1% |
| All | +176.1% | +245.5% | -69.4% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling