+67.2%
QLD vs GIS
-30.4%
+97.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.6% | +5.2% | +2.1% |
| 7D | -10.3% | +3.6% | -13.8% | -9.7% |
| 30D | -26.1% | +13.9% | -40.0% | -24.3% |
| 3M | -17.8% | +0.3% | -18.1% | -17.2% |
| 6M | -15.6% | +5.0% | -20.5% | -14.1% |
| YTD | +5.4% | -18.4% | +23.7% | +5.4% |
| 1Y | +5.2% | -17.4% | +22.7% | +5.2% |
| 3Y | +139.4% | -36.9% | +176.4% | +135.8% |
| All | +67.2% | -30.4% | +97.5% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling