+0.6%
GLD vs Q
+75.8%
-75.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.5% |
| 7D | +2.8% | +4.0% | -1.2% | +2.2% |
| 30D | -4.0% | -2.3% | -1.6% | -3.8% |
| 3M | -8.2% | -7.9% | -0.3% | -7.5% |
| 6M | -14.8% | -16.0% | +1.1% | -13.9% |
| YTD | -6.8% | +51.7% | -58.5% | -11.3% |
| 1Y | -2.4% | +28.3% | -30.7% | -6.5% |
| All | +0.6% | +75.8% | -75.2% | -3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling