+3.1%
GLDM vs QID
-21.1%
+24.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.5% | +3.2% |
| 7D | -0.3% | +9.8% | -10.1% | +2.4% |
| 30D | -1.9% | +18.9% | -20.8% | +3.0% |
| 3M | -0.4% | +9.6% | -10.0% | +2.6% |
| 6M | -10.1% | -7.8% | -2.3% | -10.4% |
| YTD | -5.8% | -23.3% | +17.5% | -10.4% |
| 1Y | +3.1% | -22.0% | +25.1% | -1.2% |
| All | +3.1% | -21.1% | +24.2% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 1y: compounded portfolio wealth divided by compounded QID 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…
1y analysis · Full analysis span regression · 6 months rolling