+563.2%
QLD vs GH
+472.2%
+91.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.2% | +1.6% | +5.2% |
| 7D | -1.4% | -7.0% | +5.6% | +0.9% |
| 30D | -19.6% | -5.2% | -14.4% | -18.1% |
| 3M | -14.1% | -5.8% | -8.4% | -13.0% |
| 6M | -13.6% | +65.9% | -79.5% | -27.2% |
| YTD | +12.5% | +55.5% | -42.9% | -4.3% |
| 1Y | +13.1% | +64.2% | -51.0% | -5.6% |
| 3Y | +154.7% | +606.0% | -451.3% | +18.0% |
| 5Y | +81.1% | +47.3% | +33.8% | +26.4% |
| All | +563.2% | +472.2% | +91.0% | +210.6% |
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