+1.8%
GLDM vs Q
+66.4%
-64.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.3% | -7.1% | -1.7% |
| 7D | +4.7% | +0.3% | +4.4% | +4.5% |
| 30D | -0.9% | -9.8% | +8.9% | +0.4% |
| 3M | -4.3% | -12.2% | +7.9% | -2.9% |
| 6M | -13.4% | -21.6% | +8.2% | -11.5% |
| YTD | -5.8% | +43.6% | -49.4% | -9.5% |
| 1Y | +2.1% | +25.7% | -23.6% | -1.4% |
| All | +1.8% | +66.4% | -64.6% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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