+7,859.7%
QLD vs GPN
+361.9%
+7,497.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -4.1% |
| 7D | -3.8% | +3.7% | -7.5% | -6.4% |
| 30D | -20.5% | +23.6% | -44.1% | -34.0% |
| 3M | -14.6% | +18.3% | -32.9% | -27.4% |
| 6M | -14.7% | +47.8% | -62.5% | -40.7% |
| YTD | +11.2% | +32.6% | -21.4% | -18.8% |
| 1Y | +7.1% | +36.0% | -28.9% | -23.7% |
| 3Y | +141.1% | -3.9% | +145.0% | +110.0% |
| 5Y | +84.3% | -19.4% | +103.7% | +84.2% |
| 10Y | +1,450.1% | +52.1% | +1,398.0% | +825.3% |
| All | +7,859.7% | +361.9% | +7,497.8% | +1,704.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling