+1,351.8%
QLD vs GIS
-14.2%
+1,366.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.6% | +5.2% | +3.0% |
| 7D | -10.3% | +3.6% | -13.8% | -10.9% |
| 30D | -26.1% | +13.9% | -40.0% | -28.2% |
| 3M | -17.8% | +0.3% | -18.1% | -18.3% |
| 6M | -15.6% | +5.0% | -20.5% | -17.6% |
| YTD | +5.4% | -18.4% | +23.7% | +9.3% |
| 1Y | +5.2% | -17.4% | +22.7% | +8.5% |
| 3Y | +139.4% | -36.9% | +176.4% | +160.6% |
| 5Y | +66.7% | -30.4% | +97.1% | +68.1% |
| All | +1,351.8% | -14.2% | +1,366.0% | +1,180.6% |
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