+126.1%
GLD vs QSR
+25.9%
+100.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.0% |
| 7D | +0.1% | -2.4% | +2.5% | +0.3% |
| 30D | +0.2% | +5.7% | -5.5% | -0.2% |
| 3M | +3.2% | +6.9% | -3.7% | +2.7% |
| 6M | -14.6% | +6.9% | -21.5% | -15.2% |
| YTD | +1.8% | +14.9% | -13.1% | +0.3% |
| 1Y | +20.7% | +29.1% | -8.4% | +17.7% |
| All | +126.1% | +25.9% | +100.2% | +119.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling