+212.2%
GLD vs QLD
+1,470.2%
-1,258.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.8% | -4.9% | +1.6% |
| 7D | +4.9% | -1.4% | +6.4% | +5.0% |
| 30D | -1.3% | -19.6% | +18.3% | -0.4% |
| 3M | -4.8% | -14.1% | +9.4% | -4.1% |
| 6M | -12.5% | -13.6% | +1.1% | -12.0% |
| YTD | -4.2% | +12.5% | -16.8% | -4.7% |
| 1Y | +3.0% | +13.1% | -10.1% | +2.5% |
| 3Y | +109.1% | +154.7% | -45.6% | +101.9% |
| 5Y | +121.6% | +81.1% | +40.5% | +113.6% |
| 10Y | +212.2% | +1,418.0% | -1,205.8% | +185.8% |
| All | +212.2% | +1,470.2% | -1,258.0% | +185.8% |
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