+212.2%
GLD vs QID
-99.0%
+311.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.8% | +8.7% | +1.6% |
| 7D | +4.9% | -0.8% | +5.7% | +5.0% |
| 30D | -1.3% | +20.1% | -21.4% | -0.3% |
| 3M | -4.8% | +11.8% | -16.6% | -4.1% |
| 6M | -12.5% | +5.5% | -18.0% | -11.9% |
| YTD | -4.2% | -21.5% | +17.3% | -4.6% |
| 1Y | +3.0% | -22.6% | +25.7% | +2.7% |
| 3Y | +109.1% | -72.3% | +181.4% | +103.2% |
| 5Y | +121.6% | -76.9% | +198.5% | +115.1% |
| 10Y | +212.2% | -99.0% | +311.2% | +187.7% |
| All | +212.2% | -99.0% | +311.3% | +187.7% |
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