+659.6%
QLD vs GH
+481.7%
+177.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.4% |
| 6M | +32.2% | +73.5% | -41.3% | +9.6% |
| YTD | +28.9% | +58.0% | -29.1% | +9.3% |
| 1Y | +43.8% | +163.1% | -119.2% | +1.7% |
| 3Y | +176.6% | +361.0% | -184.4% | +47.6% |
| 5Y | +121.6% | +22.5% | +99.0% | +62.9% |
| All | +659.6% | +481.7% | +177.9% | +254.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling