+213.3%
GLD vs QID
-99.1%
+312.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | +0.7% | -2.7% | +3.5% | +0.6% |
| 30D | +0.3% | +1.8% | -1.5% | +0.4% |
| 3M | +0.6% | -2.2% | +2.8% | +0.7% |
| 6M | -15.6% | -32.1% | +16.6% | -16.5% |
| YTD | +0.9% | -28.6% | +29.4% | -0.1% |
| 1Y | +19.4% | -36.3% | +55.7% | +18.0% |
| 3Y | +124.5% | -74.4% | +198.9% | +117.1% |
| 5Y | +138.9% | -80.8% | +219.7% | +130.2% |
| 10Y | +213.3% | -99.1% | +312.4% | +199.1% |
| All | +213.3% | -99.1% | +312.4% | +199.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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