+9,127.5%
QLD vs GPN
+319.6%
+8,807.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.3% |
| 7D | +0.6% | +0.8% | -0.2% | -0.1% |
| 30D | -0.1% | +5.8% | -5.9% | -4.8% |
| 3M | -8.4% | +37.0% | -45.4% | -30.0% |
| 6M | +32.2% | +20.1% | +12.1% | +10.0% |
| YTD | +28.9% | +20.4% | +8.5% | +4.3% |
| 1Y | +43.8% | +7.4% | +36.4% | +25.6% |
| 3Y | +176.6% | -26.1% | +202.7% | +207.4% |
| 5Y | +121.6% | -38.5% | +160.1% | +178.7% |
| 10Y | +1,652.9% | +28.4% | +1,624.5% | +1,129.3% |
| All | +9,127.5% | +319.6% | +8,807.9% | +2,218.7% |
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