+658.3%
QLD vs GH
+480.1%
+178.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +3.0% | -2.1% | +5.1% | +3.6% |
| 30D | -1.8% | -4.5% | +2.6% | -0.7% |
| 3M | -1.8% | +28.9% | -30.7% | -10.0% |
| 6M | +36.9% | +76.5% | -39.6% | +12.8% |
| YTD | +28.7% | +57.6% | -28.9% | +9.2% |
| 1Y | +41.9% | +167.5% | -125.7% | -0.3% |
| 3Y | +184.2% | +377.4% | -193.2% | +50.0% |
| 5Y | +122.1% | +23.8% | +98.3% | +62.8% |
| All | +658.3% | +480.1% | +178.2% | +254.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling