+133.5%
QLD vs GGLL
+151.4%
-17.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.5% | -8.3% | -11.0% |
| 7D | -18.6% | -1.3% | -17.3% | -18.0% |
| 30D | -28.3% | -36.3% | +8.0% | -15.8% |
| 3M | -20.4% | -42.7% | +22.3% | -3.2% |
| 6M | -14.3% | -53.1% | +38.8% | +10.5% |
| YTD | +2.8% | -32.1% | +34.8% | +10.2% |
| 1Y | -1.2% | -20.1% | +18.9% | -2.5% |
| All | +133.5% | +151.4% | -17.9% | +25.9% |
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