+9,127.5%
QLD vs GIS
+203.4%
+8,924.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +1.7% |
| 7D | +0.6% | -7.8% | +8.4% | +5.0% |
| 30D | -0.1% | +6.6% | -6.7% | -4.0% |
| 3M | -8.4% | +21.0% | -29.3% | -19.8% |
| 6M | +32.2% | -9.1% | +41.3% | +36.1% |
| YTD | +28.9% | -13.6% | +42.5% | +35.3% |
| 1Y | +43.8% | -18.0% | +61.8% | +54.0% |
| 3Y | +176.6% | -33.7% | +210.3% | +218.9% |
| 5Y | +121.6% | -19.4% | +141.0% | +106.5% |
| 10Y | +1,652.9% | -21.3% | +1,674.2% | +1,496.3% |
| All | +9,127.5% | +203.4% | +8,924.1% | +2,156.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling