+122.1%
QLD vs GPN
-41.5%
+163.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +1.8% |
| 7D | +3.0% | -0.7% | +3.7% | +3.3% |
| 30D | -1.8% | +3.8% | -5.7% | -4.3% |
| 3M | -1.8% | +39.2% | -41.0% | -21.2% |
| 6M | +36.9% | +17.9% | +19.0% | +20.5% |
| YTD | +28.7% | +16.4% | +12.3% | +12.4% |
| 1Y | +41.9% | +3.6% | +38.3% | +32.6% |
| 3Y | +184.2% | -26.7% | +210.9% | +225.9% |
| 5Y | +122.1% | -44.8% | +166.9% | +187.8% |
| All | +122.1% | -41.5% | +163.6% | +187.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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