+205.0%
GLD vs QLD
+1,375.1%
-1,170.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -0.9% |
| 7D | +4.7% | -10.3% | +15.0% | +5.2% |
| 30D | -0.9% | -26.1% | +25.2% | +0.5% |
| 3M | -4.4% | -17.8% | +13.4% | -3.6% |
| 6M | -13.6% | -15.6% | +2.0% | -13.0% |
| YTD | -6.0% | +5.4% | -11.4% | -6.2% |
| 1Y | +1.8% | +5.2% | -3.5% | +1.6% |
| 3Y | +103.2% | +139.4% | -36.3% | +96.8% |
| 5Y | +119.3% | +66.7% | +52.6% | +112.2% |
| All | +205.0% | +1,375.1% | -1,170.1% | +179.3% |
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