+219.4%
GLDM vs QID
-97.5%
+316.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.9% |
| 7D | +4.7% | +9.4% | -4.8% | +5.2% |
| 30D | -0.9% | +31.2% | -32.1% | +0.5% |
| 3M | -4.3% | +17.4% | -21.7% | -3.4% |
| 6M | -13.4% | +8.4% | -21.8% | -12.7% |
| YTD | -5.8% | -15.8% | +10.0% | -5.8% |
| 1Y | +2.1% | -16.3% | +18.4% | +2.1% |
| 3Y | +105.0% | -70.4% | +175.4% | +99.8% |
| 5Y | +122.5% | -74.8% | +197.3% | +116.8% |
| All | +219.4% | -97.5% | +316.9% | +206.1% |
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