+98.0%
GLD vs QS
-54.8%
+152.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | -2.6% |
| 7D | +2.8% | +8.0% | -5.2% | +2.7% |
| 30D | -4.0% | -2.8% | -1.1% | -3.9% |
| 3M | -8.2% | -28.1% | +19.9% | -7.9% |
| 6M | -14.8% | -41.0% | +26.1% | -14.4% |
| YTD | -6.8% | -57.3% | +50.5% | -6.2% |
| 1Y | -2.4% | -72.7% | +70.3% | -1.6% |
| 3Y | +105.8% | -18.6% | +124.4% | +107.1% |
| 5Y | +113.3% | -87.0% | +200.3% | +112.7% |
| All | +98.0% | -54.8% | +152.9% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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