+585.6%
QLD vs GH
+457.8%
+127.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.8% |
| 7D | -1.2% | -8.2% | +7.0% | +1.6% |
| 30D | -15.7% | -4.9% | -10.8% | -14.2% |
| 3M | -10.0% | -6.2% | -3.8% | -8.7% |
| 6M | -11.2% | +60.0% | -71.3% | -24.4% |
| YTD | +16.4% | +51.5% | -35.2% | -0.4% |
| 1Y | +12.7% | +58.4% | -45.7% | -5.0% |
| 3Y | +152.3% | +617.2% | -464.9% | +16.2% |
| 5Y | +91.8% | +47.0% | +44.7% | +33.9% |
| All | +585.6% | +457.8% | +127.9% | +223.6% |
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