+6,138.2%
QLD vs GWRE
+869.7%
+5,268.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -19.9% | +20.3% | +10.8% |
| 7D | +0.6% | -21.1% | +21.7% | +11.8% |
| 30D | -0.1% | +1.3% | -1.4% | -3.5% |
| 3M | -8.4% | +7.4% | -15.8% | -17.4% |
| 6M | +32.2% | +5.6% | +26.6% | +15.0% |
| YTD | +28.9% | -19.2% | +48.1% | +29.7% |
| 1Y | +43.8% | -25.1% | +69.0% | +47.7% |
| 3Y | +176.6% | +87.7% | +88.9% | +48.3% |
| 5Y | +121.6% | +32.0% | +89.5% | +49.1% |
| 10Y | +1,652.9% | +157.8% | +1,495.1% | +770.0% |
| All | +6,138.2% | +869.7% | +5,268.5% | +2,278.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling