+206.1%
GLD vs QSR
+137.6%
+68.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -4.6% | -2.9% | -1.6% | -4.5% |
| 30D | -5.5% | +4.1% | -9.6% | -5.6% |
| 3M | -10.9% | -0.7% | -10.2% | -10.9% |
| 6M | -17.4% | +0.4% | -17.9% | -17.5% |
| YTD | -10.3% | +13.5% | -23.8% | -10.9% |
| 1Y | -7.2% | +11.0% | -18.1% | -7.6% |
| 3Y | +96.9% | +22.0% | +74.9% | +94.9% |
| 5Y | +103.8% | +57.1% | +46.7% | +100.2% |
| All | +206.1% | +137.6% | +68.5% | +190.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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