+184.2%
QLD vs GWRE
+66.3%
+117.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.8% | +7.7% | +1.6% |
| 7D | +3.0% | -25.6% | +28.5% | +9.1% |
| 30D | -1.8% | -12.2% | +10.4% | -0.2% |
| 3M | -1.8% | +17.7% | -19.5% | -8.8% |
| 6M | +36.9% | -11.3% | +48.2% | +37.9% |
| YTD | +28.7% | -25.5% | +54.2% | +38.4% |
| 1Y | +41.9% | -42.8% | +84.7% | +70.4% |
| 3Y | +184.2% | +59.0% | +125.2% | +88.0% |
| All | +184.2% | +66.3% | +117.9% | +88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling