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  • QLD vs GWRE✓SelectedUSD · GWREQLD vs GWRE performance historyLatest closeAs of+0.33%09/04
Stock and ETF performance explorer

QLD vs GWRE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+6,138.2%
GWRE return
+869.7%
Excess return
+5,268.5%
Maximum drawdown
-63.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGWREExcessAlpha
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