+129.7%
GLDM vs QID
-73.9%
+203.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -0.5% | -0.6% | +0.1% | -0.6% |
| 30D | +4.4% | 0.0% | +4.4% | +4.4% |
| 3M | -1.1% | +3.7% | -4.8% | -0.5% |
| 6M | -13.7% | -29.9% | +16.2% | -15.2% |
| YTD | +2.8% | -28.8% | +31.5% | +1.0% |
| 1Y | +24.8% | -37.2% | +62.0% | +22.3% |
| All | +129.7% | -73.9% | +203.5% | +122.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling