-11.2%
QLD vs GPN
+46.8%
-58.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +6.0% | +4.6% |
| 7D | -1.2% | +4.3% | -5.5% | -1.0% |
| 30D | -15.7% | +22.1% | -37.9% | -15.2% |
| 3M | -10.0% | +17.1% | -27.1% | -9.3% |
| 6M | -11.2% | +46.7% | -57.9% | -17.4% |
| All | -11.2% | +46.8% | -58.0% | -17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling