+213.0%
GLDM vs QID
-97.8%
+310.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -1.4% |
| 7D | -2.0% | -1.1% | -0.8% | -2.0% |
| 30D | -4.4% | +14.4% | -18.8% | -3.7% |
| 3M | -8.8% | +6.7% | -15.5% | -8.4% |
| 6M | -15.9% | +2.6% | -18.5% | -15.4% |
| YTD | -7.7% | -24.2% | +16.5% | -8.1% |
| 1Y | -3.6% | -22.3% | +18.7% | -4.0% |
| 3Y | +105.2% | -72.0% | +177.3% | +99.3% |
| 5Y | +112.8% | -78.2% | +190.9% | +106.1% |
| All | +213.0% | -97.8% | +310.8% | +198.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling