+1,418.0%
QLD vs GWW
+696.0%
+722.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +6.3% |
| 7D | -1.4% | +5.3% | -6.7% | -4.8% |
| 30D | -19.6% | +12.4% | -32.0% | -26.0% |
| 3M | -14.1% | +13.7% | -27.9% | -21.9% |
| 6M | -13.6% | +18.0% | -31.6% | -24.1% |
| YTD | +12.5% | +44.6% | -32.0% | -15.5% |
| 1Y | +13.1% | +53.1% | -40.0% | -18.8% |
| 3Y | +154.7% | +90.2% | +64.5% | +55.0% |
| 5Y | +81.1% | +215.0% | -133.9% | -22.7% |
| 10Y | +1,418.0% | +658.9% | +759.1% | +367.7% |
| All | +1,418.0% | +696.0% | +722.0% | +367.7% |
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