+43.8%
QLD vs GIS
-18.7%
+62.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | -0.7% |
| 7D | +0.6% | -7.8% | +8.4% | -2.7% |
| 30D | -0.1% | +6.6% | -6.7% | +2.9% |
| 3M | -8.4% | +21.0% | -29.3% | +0.6% |
| 6M | +32.2% | -9.1% | +41.3% | +29.6% |
| YTD | +28.9% | -13.6% | +42.5% | +24.1% |
| 1Y | +43.8% | -18.0% | +61.8% | +35.1% |
| All | +43.8% | -18.7% | +62.5% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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