+146.0%
QLD vs GWW
+93.2%
+52.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -1.9% |
| 7D | +7.0% | +3.6% | +3.5% | +4.8% |
| 30D | -14.3% | +12.1% | -26.4% | -20.0% |
| 3M | -16.0% | +12.9% | -28.9% | -22.0% |
| 6M | -14.2% | +19.3% | -33.5% | -23.9% |
| YTD | +12.8% | +48.7% | -36.0% | -15.5% |
| 1Y | +14.1% | +60.5% | -46.4% | -19.7% |
| 3Y | +146.0% | +93.3% | +52.7% | +56.4% |
| All | +146.0% | +93.2% | +52.7% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling