+96.9%
GLD vs QID
-71.4%
+168.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.5% | +0.4% |
| 7D | -4.6% | -7.1% | +2.6% | -5.3% |
| 30D | -5.5% | +12.6% | -18.1% | -4.0% |
| 3M | -10.9% | +14.2% | -25.1% | -9.3% |
| 6M | -17.4% | +6.2% | -23.6% | -16.1% |
| YTD | -10.3% | -21.8% | +11.5% | -10.8% |
| 1Y | -7.2% | -23.1% | +16.0% | -7.8% |
| 3Y | +96.9% | -71.3% | +168.2% | +84.6% |
| All | +96.9% | -71.4% | +168.3% | +84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling