+538.6%
GLD vs QLD
+8,245.8%
-7,707.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.6% |
| 7D | -0.3% | -9.4% | +9.1% | 0.0% |
| 30D | -1.9% | -17.1% | +15.2% | -1.4% |
| 3M | -0.4% | -10.4% | +10.0% | -0.2% |
| 6M | -10.2% | +0.7% | -10.9% | -10.2% |
| YTD | -6.0% | +17.7% | -23.8% | -6.3% |
| 1Y | +2.8% | +14.7% | -11.9% | +2.5% |
| 3Y | +101.6% | +169.6% | -68.1% | +98.2% |
| 5Y | +122.2% | +86.7% | +35.5% | +118.1% |
| 10Y | +199.5% | +1,600.8% | -1,401.3% | +192.4% |
| All | +538.6% | +8,245.8% | -7,707.2% | +502.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling