+1.5%
GLD vs Q
+66.4%
-64.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.3% | -7.1% | -1.7% |
| 7D | +4.7% | +0.3% | +4.4% | +4.6% |
| 30D | -0.9% | -9.8% | +8.9% | +0.4% |
| 3M | -4.4% | -12.2% | +7.8% | -3.0% |
| 6M | -13.6% | -21.6% | +8.1% | -11.7% |
| YTD | -6.0% | +43.6% | -49.6% | -9.8% |
| 1Y | +1.8% | +25.7% | -23.9% | -1.8% |
| All | +1.5% | +66.4% | -64.9% | -2.0% |
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