+7.1%
QLD vs GH
+58.5%
-51.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.6% |
| 7D | -3.8% | -11.2% | +7.4% | -0.8% |
| 30D | -20.5% | -7.2% | -13.3% | -18.8% |
| 3M | -14.6% | -7.1% | -7.5% | -13.2% |
| 6M | -14.7% | +62.3% | -77.0% | -24.9% |
| YTD | +11.2% | +52.1% | -40.9% | -2.2% |
| 1Y | +7.1% | +58.6% | -51.6% | -7.2% |
| All | +7.1% | +58.5% | -51.4% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling