+5,494.5%
QLD vs GWRE
+855.3%
+4,639.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.2% |
| 7D | +12.5% | -4.4% | +16.9% | +15.0% |
| 30D | -15.7% | -3.5% | -12.2% | -15.1% |
| 3M | -11.9% | -7.6% | -4.4% | -12.6% |
| 6M | -10.3% | +21.8% | -32.1% | -28.0% |
| YTD | +15.6% | -20.4% | +36.0% | +14.5% |
| 1Y | +12.1% | -27.6% | +39.7% | +17.4% |
| 3Y | +150.7% | +75.7% | +75.0% | +37.7% |
| 5Y | +86.6% | +27.8% | +58.8% | +25.0% |
| 10Y | +1,509.7% | +172.4% | +1,337.4% | +664.7% |
| All | +5,494.5% | +855.3% | +4,639.2% | +1,999.4% |
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