+245.6%
GLD vs QSR
+218.5%
+27.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.5% | +2.4% | -3.0% | -0.6% |
| 30D | +4.4% | +7.6% | -3.2% | +4.2% |
| 3M | -1.1% | +12.6% | -13.7% | -1.4% |
| 6M | -13.8% | +14.4% | -28.2% | -14.1% |
| YTD | +2.6% | +19.6% | -17.0% | +2.2% |
| 1Y | +24.5% | +33.9% | -9.4% | +23.6% |
| 3Y | +125.8% | +27.1% | +98.7% | +124.4% |
| 5Y | +137.8% | +48.5% | +89.3% | +135.8% |
| 10Y | +221.4% | +126.2% | +95.2% | +217.5% |
| All | +245.6% | +218.5% | +27.1% | +250.3% |
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