+67.2%
QLD vs GH
+35.8%
+31.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.0% |
| 7D | -10.3% | -15.6% | +5.4% | -5.6% |
| 30D | -26.1% | -10.4% | -15.7% | -23.5% |
| 3M | -17.8% | -4.3% | -13.5% | -17.1% |
| 6M | -15.6% | +63.5% | -79.1% | -28.2% |
| YTD | +5.4% | +47.7% | -42.3% | -8.7% |
| 1Y | +5.2% | +56.7% | -51.5% | -10.6% |
| 3Y | +139.4% | +443.9% | -304.4% | +21.4% |
| All | +67.2% | +35.8% | +31.3% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling