+82.1%
QLD vs GWW
+218.6%
-136.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -1.8% |
| 7D | +7.0% | +3.6% | +3.5% | +4.1% |
| 30D | -14.3% | +12.1% | -26.4% | -21.7% |
| 3M | -16.0% | +12.9% | -28.9% | -24.0% |
| 6M | -14.2% | +19.3% | -33.5% | -26.6% |
| YTD | +12.8% | +48.7% | -36.0% | -21.3% |
| 1Y | +14.1% | +60.5% | -46.4% | -26.0% |
| 3Y | +146.0% | +93.3% | +52.7% | +30.1% |
| All | +82.1% | +218.6% | -136.6% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling