+520.9%
QLD vs GH
+443.7%
+77.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.0% |
| 7D | -10.3% | -15.6% | +5.4% | -5.5% |
| 30D | -26.1% | -10.4% | -15.7% | -23.4% |
| 3M | -17.8% | -4.3% | -13.5% | -17.1% |
| 6M | -15.6% | +63.5% | -79.1% | -28.6% |
| YTD | +5.4% | +47.7% | -42.3% | -9.1% |
| 1Y | +5.2% | +56.7% | -51.5% | -11.0% |
| 3Y | +139.4% | +443.9% | -304.4% | +20.6% |
| 5Y | +66.7% | +36.9% | +29.8% | +18.9% |
| All | +520.9% | +443.7% | +77.3% | +195.2% |
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 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