+7,443.4%
QLD vs GWW
+2,754.6%
+4,688.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.3% | +3.2% |
| 7D | -10.3% | +6.0% | -16.3% | -14.8% |
| 30D | -26.1% | +14.0% | -40.1% | -34.3% |
| 3M | -17.8% | +12.5% | -30.3% | -26.4% |
| 6M | -15.6% | +23.6% | -39.2% | -31.4% |
| YTD | +5.4% | +43.6% | -38.2% | -26.0% |
| 1Y | +5.2% | +52.5% | -47.2% | -30.2% |
| 3Y | +139.4% | +92.6% | +46.9% | +26.3% |
| 5Y | +66.7% | +219.0% | -152.3% | -44.5% |
| 10Y | +1,422.1% | +713.8% | +708.3% | +82.2% |
| All | +7,443.4% | +2,754.6% | +4,688.9% | +121.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling