+176.1%
QLD vs GTLB
+0.5%
+175.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | 0.0% |
| 7D | +0.6% | +11.1% | -10.5% | -2.5% |
| 30D | -0.1% | +37.8% | -37.9% | -9.2% |
| 3M | -8.4% | +61.6% | -69.9% | -20.9% |
| 6M | +32.2% | +98.9% | -66.7% | +5.2% |
| YTD | +28.9% | +32.8% | -3.9% | +16.0% |
| 1Y | +43.8% | +14.7% | +29.2% | +34.3% |
| All | +176.1% | +0.5% | +175.6% | +148.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 3y: compounded portfolio wealth divided by compounded GTLB 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…
3y analysis · Full analysis span regression · 6 months rolling