-13.6%
GLD vs QS
-41.2%
+27.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -1.4% |
| 7D | +4.7% | +5.4% | -0.7% | +3.8% |
| 30D | -0.9% | -5.3% | +4.4% | -0.4% |
| 3M | -4.4% | -22.6% | +18.2% | -1.3% |
| 6M | -13.6% | -46.2% | +32.6% | -7.1% |
| All | -13.6% | -41.2% | +27.7% | -7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling