+216.0%
GLD vs QLD
+1,646.9%
-1,430.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | -0.5% | +0.6% | -1.1% | -0.5% |
| 30D | +4.4% | -0.1% | +4.5% | +4.4% |
| 3M | -1.1% | -8.4% | +7.3% | -0.8% |
| 6M | -13.8% | +32.2% | -46.0% | -14.8% |
| YTD | +2.6% | +28.9% | -26.3% | +1.5% |
| 1Y | +24.5% | +43.8% | -19.3% | +22.7% |
| 3Y | +125.8% | +176.6% | -50.7% | +117.3% |
| 5Y | +137.8% | +121.6% | +16.2% | +127.5% |
| All | +216.0% | +1,646.9% | -1,430.9% | +199.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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