+143.6%
QQQM vs GGLL
+313.5%
-170.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | -1.3% | -5.8% | +4.5% | +0.1% |
| 30D | -1.4% | -7.2% | +5.8% | +0.2% |
| 3M | +2.2% | -17.5% | +19.7% | +5.3% |
| 6M | +16.9% | +5.1% | +11.8% | +11.5% |
| YTD | +15.7% | -1.3% | +17.0% | +11.6% |
| 1Y | +22.7% | +60.2% | -37.5% | +2.8% |
| 3Y | +93.9% | +230.8% | -136.9% | +20.3% |
| All | +143.6% | +313.5% | -170.0% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling