+201.5%
GLD vs QSR
+202.6%
-1.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.8% |
| 7D | -5.5% | -3.9% | -1.6% | -5.4% |
| 30D | -7.0% | +5.9% | -12.9% | -7.1% |
| 3M | -12.4% | +1.7% | -14.0% | -12.4% |
| 6M | -18.0% | -1.9% | -16.2% | -18.0% |
| YTD | -10.5% | +13.6% | -24.1% | -10.8% |
| 1Y | -8.1% | +13.1% | -21.2% | -8.4% |
| 3Y | +97.7% | +21.8% | +75.9% | +96.6% |
| 5Y | +103.4% | +57.2% | +46.2% | +101.9% |
| 10Y | +203.1% | +138.5% | +64.6% | +201.3% |
| All | +201.5% | +202.6% | -1.0% | +205.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling