+176.1%
QLD vs GH
+361.0%
-184.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +0.6% | -0.1% | +0.6% | +0.5% |
| 30D | -0.1% | -1.1% | +1.0% | -0.1% |
| 3M | -8.4% | +21.3% | -29.7% | -12.2% |
| 6M | +32.2% | +73.5% | -41.3% | +17.4% |
| YTD | +28.9% | +58.0% | -29.1% | +16.2% |
| 1Y | +43.8% | +163.1% | -119.2% | +15.8% |
| All | +176.1% | +361.0% | -184.9% | +93.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling