+96.9%
GLD vs QQQM
+83.8%
+13.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | -4.6% | +3.6% | -8.2% | -5.3% |
| 30D | -5.5% | -6.7% | +1.3% | -4.1% |
| 3M | -10.9% | -7.0% | -3.9% | -9.5% |
| 6M | -17.4% | -4.6% | -12.8% | -16.6% |
| YTD | -10.3% | +11.1% | -21.4% | -11.5% |
| 1Y | -7.2% | +12.3% | -19.5% | -8.5% |
| 3Y | +96.9% | +83.6% | +13.3% | +79.2% |
| All | +96.9% | +83.8% | +13.1% | +79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling