-3.3%
GLD vs Q
+74.5%
-77.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.3% | -2.4% |
| 7D | -5.5% | +11.5% | -17.0% | -7.0% |
| 30D | -7.0% | -0.2% | -6.8% | -7.1% |
| 3M | -12.4% | -13.6% | +1.2% | -10.8% |
| 6M | -18.0% | -27.0% | +9.0% | -15.2% |
| YTD | -10.5% | +50.5% | -61.0% | -14.7% |
| 1Y | -8.1% | +33.8% | -41.8% | -11.9% |
| All | -3.3% | +74.5% | -77.8% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling