+128.9%
GLD vs QQQM
+153.4%
-24.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | +4.4% | +0.2% | +4.2% | +4.4% |
| 3M | -1.1% | -2.8% | +1.7% | -0.8% |
| 6M | -13.8% | +18.1% | -31.9% | -15.3% |
| YTD | +2.6% | +17.4% | -14.7% | +0.9% |
| 1Y | +24.5% | +25.7% | -1.2% | +21.7% |
| 3Y | +125.8% | +94.1% | +31.7% | +111.8% |
| 5Y | +137.8% | +94.9% | +42.9% | +121.1% |
| All | +128.9% | +153.4% | -24.5% | +99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling