+207.4%
GLD vs QLD
+1,338.5%
-1,131.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -12.7% | +13.5% | +1.4% |
| 7D | +1.9% | -18.6% | +20.4% | +2.8% |
| 30D | -1.8% | -28.3% | +26.5% | -0.3% |
| 3M | -3.6% | -20.4% | +16.8% | -2.6% |
| 6M | -10.2% | -14.3% | +4.1% | -9.6% |
| YTD | -5.3% | +2.8% | -8.0% | -5.3% |
| 1Y | +2.5% | -1.2% | +3.7% | +2.5% |
| 3Y | +103.2% | +135.3% | -32.1% | +97.0% |
| 5Y | +121.1% | +62.6% | +58.5% | +114.1% |
| All | +207.4% | +1,338.5% | -1,131.1% | +181.8% |
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