+1,646.5%
QLD vs GWW
+557.3%
+1,089.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +1.7% |
| 7D | +3.0% | -1.5% | +4.5% | +4.0% |
| 30D | -1.8% | +1.1% | -2.9% | -2.8% |
| 3M | -1.8% | -1.0% | -0.8% | -1.9% |
| 6M | +36.9% | +16.3% | +20.6% | +21.4% |
| YTD | +28.7% | +28.5% | +0.2% | +5.3% |
| 1Y | +41.9% | +30.3% | +11.6% | +14.5% |
| 3Y | +184.2% | +91.6% | +92.6% | +72.5% |
| 5Y | +122.1% | +224.0% | -101.9% | -5.7% |
| 10Y | +1,646.5% | +551.3% | +1,095.2% | +472.2% |
| All | +1,646.5% | +557.3% | +1,089.2% | +472.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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