+86.6%
QLD vs GTLB
-61.5%
+148.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | +12.5% | -3.5% | +16.0% | +13.7% |
| 30D | -15.7% | -9.0% | -6.7% | -13.0% |
| 3M | -11.9% | +15.9% | -27.8% | -16.4% |
| 6M | -10.3% | +104.9% | -115.1% | -30.2% |
| YTD | +15.6% | +26.0% | -10.4% | +2.9% |
| 1Y | +12.1% | +1.8% | +10.3% | +6.6% |
| 3Y | +150.7% | +6.0% | +144.7% | +119.4% |
| 5Y | +86.6% | -62.2% | +148.8% | +82.7% |
| All | +86.6% | -61.5% | +148.2% | +82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling