+93.3%
QQQM vs GTLB
-10.9%
+104.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.0% |
| 7D | -0.6% | -5.7% | +5.1% | +0.2% |
| 30D | -1.2% | +15.1% | -16.3% | -3.3% |
| 3M | -0.1% | +65.5% | -65.6% | -7.5% |
| 6M | +18.0% | +102.9% | -84.9% | +4.9% |
| YTD | +16.7% | +25.2% | -8.5% | +11.7% |
| 1Y | +23.0% | -5.5% | +28.6% | +23.0% |
| 3Y | +93.3% | -10.9% | +104.2% | +87.6% |
| All | +93.3% | -10.9% | +104.2% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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