+83.6%
QQQM vs GGLL
+166.5%
-82.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.8% |
| 7D | +3.6% | +7.7% | -4.1% | +2.1% |
| 30D | -6.7% | -30.2% | +23.5% | -0.9% |
| 3M | -7.0% | -31.3% | +24.3% | -1.2% |
| 6M | -4.6% | -52.1% | +47.5% | +7.9% |
| YTD | +11.1% | -25.9% | +36.9% | +12.7% |
| 1Y | +12.3% | -8.5% | +20.8% | +8.2% |
| 3Y | +83.6% | +165.5% | -81.9% | +31.6% |
| All | +83.6% | +166.5% | -82.9% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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