+118.1%
GLD vs QS
-44.4%
+162.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | -0.5% | -2.3% | +1.8% | -0.5% |
| 30D | +4.4% | -0.7% | +5.1% | +4.4% |
| 3M | -1.1% | -39.6% | +38.6% | -0.6% |
| 6M | -13.8% | -21.7% | +7.9% | -13.6% |
| YTD | +2.6% | -47.4% | +50.0% | +3.1% |
| 1Y | +24.5% | -28.4% | +52.9% | +25.0% |
| 3Y | +125.8% | -22.6% | +148.4% | +126.6% |
| 5Y | +137.8% | -75.6% | +213.4% | +137.6% |
| All | +118.1% | -44.4% | +162.5% | +118.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling