+139.4%
QLD vs GTLB
+12.7%
+126.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.4% | +3.1% |
| 7D | -10.3% | -11.1% | +0.8% | -7.2% |
| 30D | -26.1% | -7.5% | -18.6% | -24.4% |
| 3M | -17.8% | +34.8% | -52.5% | -24.6% |
| 6M | -15.6% | +98.0% | -113.5% | -31.8% |
| YTD | +5.4% | +28.1% | -22.8% | -3.9% |
| 1Y | +5.2% | +5.6% | -0.3% | +2.0% |
| 3Y | +139.4% | +15.9% | +123.5% | +121.7% |
| All | +139.4% | +12.7% | +126.7% | +121.7% |
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