+555.2%
QLD vs GH
+459.8%
+95.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.5% |
| 7D | -3.8% | -11.2% | +7.4% | -0.1% |
| 30D | -20.5% | -7.2% | -13.3% | -18.5% |
| 3M | -14.6% | -7.1% | -7.5% | -13.1% |
| 6M | -14.7% | +62.3% | -77.0% | -27.6% |
| YTD | +11.2% | +52.1% | -40.9% | -4.9% |
| 1Y | +7.1% | +58.6% | -51.6% | -9.7% |
| 3Y | +141.1% | +619.9% | -478.8% | +11.0% |
| 5Y | +84.3% | +49.7% | +34.6% | +27.9% |
| All | +555.2% | +459.8% | +95.4% | +208.9% |
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