+468.3%
GLD vs QID
-100.0%
+568.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.9% |
| 7D | +4.7% | +9.4% | -4.7% | +5.0% |
| 30D | -0.9% | +31.2% | -32.1% | -0.2% |
| 3M | -4.4% | +17.4% | -21.8% | -3.9% |
| 6M | -13.6% | +8.4% | -22.0% | -13.2% |
| YTD | -6.0% | -15.8% | +9.8% | -6.0% |
| 1Y | +1.8% | -16.3% | +18.1% | +1.8% |
| 3Y | +103.2% | -70.4% | +173.6% | +100.8% |
| 5Y | +119.3% | -74.8% | +194.1% | +116.5% |
| 10Y | +199.5% | -99.0% | +298.5% | +193.9% |
| All | +468.3% | -100.0% | +568.3% | +434.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling