+99.7%
GLD vs QS
-56.5%
+156.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -0.8% |
| 7D | +4.7% | +5.4% | -0.7% | +4.6% |
| 30D | -0.9% | -5.3% | +4.4% | -0.8% |
| 3M | -4.4% | -22.6% | +18.2% | -4.1% |
| 6M | -13.6% | -46.2% | +32.6% | -13.0% |
| YTD | -6.0% | -58.9% | +52.9% | -5.3% |
| 1Y | +1.8% | -73.1% | +74.8% | +2.6% |
| 3Y | +103.2% | -27.2% | +130.4% | +104.5% |
| 5Y | +119.3% | -86.2% | +205.5% | +119.1% |
| All | +99.7% | -56.5% | +156.3% | +101.0% |
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