+146.0%
QLD vs GIS
-38.9%
+184.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.8% | -1.6% |
| 7D | +7.0% | -3.4% | +10.4% | +5.8% |
| 30D | -14.3% | +6.9% | -21.2% | -11.9% |
| 3M | -16.0% | -10.1% | -5.9% | -17.9% |
| 6M | -14.2% | +5.9% | -20.1% | -11.1% |
| YTD | +12.8% | -21.1% | +33.9% | +8.4% |
| 1Y | +14.1% | -22.5% | +36.5% | +9.2% |
| 3Y | +146.0% | -39.0% | +184.9% | +125.1% |
| All | +146.0% | -38.9% | +184.9% | +125.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling