+1,418.0%
QLD vs GIS
-17.6%
+1,435.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.8% | +8.6% | +7.1% |
| 7D | -1.4% | +0.4% | -1.8% | -1.6% |
| 30D | -19.6% | +10.1% | -29.7% | -21.4% |
| 3M | -14.1% | -3.7% | -10.5% | -14.0% |
| 6M | -13.6% | +4.3% | -17.9% | -15.7% |
| YTD | +12.5% | -19.8% | +32.4% | +17.1% |
| 1Y | +13.1% | -20.5% | +33.6% | +17.7% |
| 3Y | +154.7% | -38.3% | +193.1% | +178.6% |
| 5Y | +81.1% | -32.2% | +113.3% | +83.9% |
| 10Y | +1,418.0% | -18.0% | +1,436.0% | +1,258.0% |
| All | +1,418.0% | -17.6% | +1,435.5% | +1,258.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling