+1,657.6%
QLD vs GWRE
+131.0%
+1,526.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.4% |
| 7D | -1.2% | -13.2% | +12.0% | +6.9% |
| 30D | -3.0% | -18.6% | +15.6% | +5.8% |
| 3M | -2.8% | +18.9% | -21.7% | -20.4% |
| 6M | +32.0% | -11.0% | +43.0% | +24.5% |
| YTD | +27.3% | -29.9% | +57.2% | +39.2% |
| 1Y | +37.9% | -44.3% | +82.3% | +78.0% |
| 3Y | +174.6% | +51.7% | +123.0% | +39.1% |
| 5Y | +124.8% | +15.4% | +109.4% | +42.7% |
| All | +1,657.6% | +131.0% | +1,526.6% | +611.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling