+204.3%
GLDM vs QID
-97.7%
+302.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.8% |
| 7D | -5.5% | -11.8% | +6.3% | -6.1% |
| 30D | -7.0% | +14.2% | -21.2% | -6.3% |
| 3M | -12.3% | +8.8% | -21.1% | -11.8% |
| 6M | -17.9% | +1.5% | -19.4% | -17.5% |
| YTD | -10.3% | -23.8% | +13.5% | -10.7% |
| 1Y | -7.8% | -22.0% | +14.2% | -8.1% |
| 3Y | +99.5% | -71.9% | +171.4% | +93.7% |
| 5Y | +106.5% | -77.6% | +184.0% | +100.2% |
| All | +204.3% | -97.7% | +302.0% | +190.2% |
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 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