-3.1%
GLD vs Q
+68.3%
-71.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.7% |
| 7D | -4.6% | +1.2% | -5.7% | -4.8% |
| 30D | -5.5% | -2.7% | -2.8% | -5.3% |
| 3M | -10.9% | -16.9% | +6.0% | -8.9% |
| 6M | -17.4% | -26.9% | +9.4% | -14.6% |
| YTD | -10.3% | +45.2% | -55.5% | -14.1% |
| 1Y | -7.2% | +38.1% | -45.3% | -10.8% |
| All | -3.1% | +68.3% | -71.5% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling