+123.0%
GLD vs QQQM
+149.8%
-26.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -1.6% |
| 7D | -3.4% | -1.3% | -2.1% | -3.2% |
| 30D | -1.1% | -1.4% | +0.2% | -1.0% |
| 3M | +5.8% | +2.2% | +3.6% | +5.5% |
| 6M | -17.1% | +16.9% | -33.9% | -18.4% |
| YTD | 0.0% | +15.7% | -15.7% | -1.5% |
| 1Y | +18.2% | +22.7% | -4.5% | +15.8% |
| 3Y | +122.6% | +93.9% | +28.6% | +108.9% |
| 5Y | +137.1% | +94.6% | +42.5% | +120.2% |
| All | +123.0% | +149.8% | -26.7% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQM.
Daily Out/Under-Performance
Portfolio return minus QQQM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQM 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 QQQM 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