+140.6%
QLD vs GTLB
-47.1%
+187.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | 0.0% |
| 7D | +0.6% | +11.1% | -10.5% | -2.8% |
| 30D | -0.1% | +37.8% | -37.9% | -10.0% |
| 3M | -8.4% | +61.6% | -69.9% | -22.0% |
| 6M | +32.2% | +98.9% | -66.7% | +3.3% |
| YTD | +28.9% | +32.8% | -3.9% | +13.4% |
| 1Y | +43.8% | +14.7% | +29.2% | +31.0% |
| 3Y | +176.6% | +1.3% | +175.3% | +146.8% |
| All | +140.6% | -47.1% | +187.8% | +111.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling