+1,646.5%
QLD vs GIS
-18.7%
+1,665.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.2% |
| 7D | +3.0% | -8.3% | +11.2% | +4.9% |
| 30D | -1.8% | +2.2% | -4.0% | -2.5% |
| 3M | -1.8% | +15.7% | -17.5% | -6.0% |
| 6M | +36.9% | -12.0% | +48.9% | +40.7% |
| YTD | +28.7% | -15.0% | +43.7% | +33.0% |
| 1Y | +41.9% | -20.1% | +62.0% | +48.7% |
| 3Y | +184.2% | -34.6% | +218.8% | +208.4% |
| 5Y | +122.1% | -22.8% | +145.0% | +115.3% |
| 10Y | +1,646.5% | -18.5% | +1,665.0% | +1,663.2% |
| All | +1,646.5% | -18.7% | +1,665.1% | +1,663.2% |
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