+10,948.0%
QLD vs GNRC
+2,087.1%
+8,860.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.0% | -0.8% |
| 7D | +0.6% | +1.9% | -1.4% | -0.3% |
| 30D | -0.1% | -13.8% | +13.7% | +6.7% |
| 3M | -8.4% | -32.6% | +24.3% | +9.8% |
| 6M | +32.2% | -15.2% | +47.4% | +40.1% |
| YTD | +28.9% | +37.4% | -8.5% | +6.6% |
| 1Y | +43.8% | +5.1% | +38.7% | +33.2% |
| 3Y | +176.6% | +57.5% | +119.1% | +101.1% |
| 5Y | +121.6% | -58.7% | +180.3% | +181.6% |
| 10Y | +1,652.9% | +395.5% | +1,257.4% | +631.1% |
| All | +10,948.0% | +2,087.1% | +8,860.9% | +2,264.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling