+122.5%
QLD vs GNRC
-58.2%
+180.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.3% |
| 7D | +1.9% | +3.2% | -1.3% | +0.4% |
| 30D | -1.8% | -9.5% | +7.7% | +2.4% |
| 3M | -0.1% | -28.5% | +28.5% | +15.9% |
| 6M | +32.6% | -10.0% | +42.5% | +36.7% |
| YTD | +27.9% | +36.7% | -8.8% | +6.2% |
| 1Y | +40.3% | +2.6% | +37.7% | +31.9% |
| 3Y | +182.5% | +61.9% | +120.6% | +100.8% |
| 5Y | +122.5% | -59.0% | +181.6% | +180.5% |
| All | +122.5% | -58.2% | +180.7% | +180.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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